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 | - | - |
20/09/2021 | 4.14% | 0.01 | 0.19 | 500,000 | 300,000 | 300,000 | 300,000 | 72,619 | 75,619 | 52.17% | 55.91% |
17/09/2021 | 1.23% | 0.65 | 0.66 | 300,000 | 300,000 | 300,000 | 300,000 | 244,458 | 247,458 | 99.52% | 99.52% |
16/09/2021 | 1.16% | 0.86 | 0.87 | 300,000 | 300,000 | 300,000 | 300,000 | 257,659 | 260,659 | 99.41% | 99.41% |
15/09/2021 | 1.22% | 0.71 | 0.72 | 300,000 | 300,000 | 300,000 | 300,000 | 244,119 | 247,119 | 97.55% | 97.55% |
14/09/2021 | 1.07% | 0.94 | 0.95 | 300,000 | 300,000 | 300,000 | 300,000 | 278,778 | 281,778 | 97.73% | 97.73% |
13/09/2021 | 0.99% | 0.97 | 0.98 | 300,000 | 300,000 | 300,000 | 300,000 | 301,103 | 304,103 | 97.94% | 97.94% |
10/09/2021 | 0.98% | 0.90 | 0.91 | 300,000 | 300,000 | 300,000 | 300,000 | 306,066 | 309,066 | 99.18% | 99.18% |
09/09/2021 | 0.94% | 1.05 | 1.06 | 300,000 | 300,000 | 300,000 | 300,000 | 320,546 | 323,562 | 98.66% | 98.66% |
08/09/2021 | 0.84% | 1.22 | 1.23 | 300,000 | 300,000 | 300,000 | 300,000 | 356,630 | 359,630 | 98.14% | 98.14% |