Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
02/08/2021 | - | 0.07 | 0.20 | 95,537 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 2.16% |
30/07/2021 | 4.18% | 0.24 | 0.25 | 96,909 | 50,000 | 96,867 | 50,000 | 22,856 | 12,296 | 98.50% | 100.00% |
29/07/2021 | 4.85% | 0.20 | 0.21 | 96,546 | 50,000 | 96,718 | 50,000 | 19,500 | 10,580 | 62.14% | 100.00% |
28/07/2021 | 4.34% | 0.24 | 0.25 | 97,784 | 50,000 | 97,733 | 50,000 | 22,098 | 11,804 | 100.00% | 100.00% |
27/07/2021 | 4.09% | 0.24 | 0.25 | 97,741 | 50,000 | 98,586 | 50,000 | 28,967 | 15,298 | 100.00% | 100.00% |
26/07/2021 | 3.81% | 0.21 | 0.22 | 97,527 | 50,000 | 98,493 | 50,000 | 26,732 | 14,064 | 100.00% | 100.00% |
23/07/2021 | 3.57% | 0.27 | 0.28 | 98,734 | 50,000 | 98,874 | 50,000 | 28,017 | 14,676 | 100.00% | 100.00% |
22/07/2021 | 3.94% | 0.33 | 0.34 | 99,115 | 50,000 | 98,647 | 50,000 | 28,615 | 15,077 | 100.00% | 100.00% |
21/07/2021 | 2.05% | 0.41 | 0.42 | 100,054 | 50,000 | 99,499 | 50,000 | 49,220 | 25,288 | 98.72% | 98.72% |