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 | - | - |
03/08/2021 | 3.88% | 0.27 | 0.28 | 186,833 | 100,000 | 169,665 | 100,000 | 51,484 | 31,630 | 35.08% | 35.08% |
02/08/2021 | 3.51% | 0.34 | 0.35 | 150,000 | 100,000 | 108,055 | 83,256 | 40,797 | 32,466 | 95.25% | 95.25% |
30/07/2021 | 2.20% | 0.40 | 0.41 | 130,000 | 100,000 | 115,540 | 100,000 | 52,256 | 46,832 | 100.00% | 100.00% |
29/07/2021 | 1.95% | 0.48 | 0.49 | 110,000 | 100,000 | 101,870 | 100,000 | 51,731 | 51,856 | 100.00% | 100.00% |
28/07/2021 | 1.94% | 0.46 | 0.47 | 110,000 | 100,000 | 101,938 | 100,000 | 52,853 | 52,967 | 100.00% | 100.00% |
27/07/2021 | 2.54% | 0.59 | 0.60 | 100,000 | 100,000 | 100,000 | 100,000 | 56,073 | 57,520 | 100.00% | 100.00% |
26/07/2021 | 2.06% | 0.59 | 0.60 | 100,000 | 100,000 | 101,223 | 100,000 | 56,737 | 57,306 | 100.00% | 100.00% |
23/07/2021 | 1.97% | 0.47 | 0.48 | 110,000 | 100,000 | 104,255 | 100,000 | 52,576 | 51,517 | 98.63% | 98.63% |
22/07/2021 | 2.22% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 58,928 | 60,237 | 100.00% | 100.00% |