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 | 11.33% | 0.13 | 0.15 | 25,000 | 25,000 | 33,324 | 27,067 | 5,645 | 4,956 | 34.72% | 35.69% |
30/07/2021 | 4.85% | 0.22 | 0.23 | 126,552 | 50,000 | 126,134 | 50,000 | 25,782 | 10,713 | 100.00% | 100.00% |
29/07/2021 | 4.98% | 0.19 | 0.20 | 125,514 | 50,000 | 126,221 | 50,000 | 24,816 | 10,329 | 100.00% | 100.00% |
28/07/2021 | 3.68% | 0.21 | 0.22 | 127,553 | 50,000 | 129,966 | 50,000 | 35,699 | 14,236 | 99.92% | 99.92% |
27/07/2021 | 2.84% | 0.36 | 0.37 | 133,114 | 50,000 | 132,786 | 50,000 | 46,215 | 17,899 | 100.00% | 100.00% |
26/07/2021 | 3.14% | 0.31 | 0.32 | 131,146 | 50,000 | 131,806 | 50,000 | 41,325 | 16,175 | 100.00% | 100.00% |
23/07/2021 | 3.32% | 0.34 | 0.35 | 132,962 | 50,000 | 132,078 | 50,000 | 41,344 | 16,173 | 100.00% | 100.00% |