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 | - | - |
01/10/2021 | - | 0.06 | - | 125,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/09/2021 | 1.23% | 0.73 | 0.74 | 250,000 | 250,000 | 250,000 | 250,000 | 204,793 | 207,293 | 99.58% | 99.58% |
29/09/2021 | 1.08% | 0.89 | 0.90 | 250,000 | 250,000 | 250,000 | 250,000 | 230,363 | 232,863 | 99.93% | 99.93% |
28/09/2021 | 1.05% | 0.68 | 0.69 | 250,000 | 250,000 | 250,000 | 250,000 | 240,685 | 243,185 | 94.09% | 94.09% |
27/09/2021 | 0.70% | 1.38 | 1.39 | 250,000 | 250,000 | 250,000 | 250,000 | 359,311 | 361,811 | 99.63% | 99.63% |
24/09/2021 | 0.79% | 1.26 | 1.27 | 250,000 | 250,000 | 250,000 | 250,000 | 313,745 | 316,245 | 99.58% | 99.58% |
23/09/2021 | 0.67% | 1.52 | 1.53 | 250,000 | 250,000 | 250,000 | 250,000 | 374,642 | 377,142 | 81.21% | 81.21% |
22/09/2021 | 0.93% | 1.18 | 1.19 | 250,000 | 250,000 | 250,000 | 250,000 | 268,912 | 271,412 | 99.38% | 99.38% |
21/09/2021 | 1.19% | 0.82 | 0.83 | 250,000 | 250,000 | 250,000 | 250,000 | 210,296 | 212,796 | 88.29% | 88.29% |