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 | - | 0.31 | 0.33 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/07/2021 | 6.08% | 0.33 | 0.35 | 25,000 | 25,000 | 25,000 | 25,000 | 8,322 | 8,838 | 100.00% | 100.00% |
29/07/2021 | 4.85% | 0.31 | 0.33 | 25,000 | 25,000 | 25,000 | 25,000 | 10,107 | 10,607 | 100.00% | 100.00% |
28/07/2021 | 4.25% | 0.44 | 0.46 | 25,000 | 25,000 | 25,000 | 25,000 | 11,527 | 12,027 | 100.00% | 100.00% |
27/07/2021 | 4.02% | 0.50 | 0.52 | 25,000 | 25,000 | 25,000 | 25,000 | 12,194 | 12,694 | 100.00% | 100.00% |
26/07/2021 | 4.37% | 0.50 | 0.52 | 25,000 | 25,000 | 25,000 | 25,000 | 11,221 | 11,721 | 100.00% | 100.00% |
23/07/2021 | 4.15% | 0.45 | 0.47 | 25,000 | 25,000 | 25,000 | 25,000 | 11,811 | 12,311 | 98.96% | 98.96% |
22/07/2021 | 3.94% | 0.53 | 0.55 | 25,000 | 25,000 | 25,000 | 25,000 | 14,542 | 15,123 | 96.15% | 96.15% |
21/07/2021 | 2.61% | 0.72 | 0.74 | 25,000 | 25,000 | 25,000 | 25,000 | 18,931 | 19,431 | 100.00% | 100.00% |