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 | - | - |
17/09/2021 | 2.19% | 0.45 | 0.46 | 250,000 | 150,000 | 250,000 | 150,000 | 113,167 | 69,400 | 100.00% | 100.00% |
16/09/2021 | 2.18% | 0.45 | 0.46 | 250,000 | 150,000 | 250,000 | 150,000 | 113,274 | 69,464 | 100.00% | 100.00% |
15/09/2021 | 2.29% | 0.41 | 0.42 | 250,000 | 150,000 | 250,000 | 150,000 | 108,012 | 66,307 | 99.98% | 99.98% |
14/09/2021 | 1.94% | 0.48 | 0.49 | 250,000 | 150,000 | 250,000 | 150,000 | 127,683 | 78,110 | 99.92% | 99.92% |
13/09/2021 | 1.99% | 0.52 | 0.53 | 250,000 | 150,000 | 250,000 | 150,000 | 124,547 | 76,228 | 100.00% | 100.00% |
10/09/2021 | 1.94% | 0.47 | 0.48 | 250,000 | 150,000 | 250,000 | 150,000 | 127,485 | 77,991 | 100.00% | 100.00% |
09/09/2021 | 2.10% | 0.52 | 0.53 | 250,000 | 150,000 | 250,000 | 150,000 | 117,820 | 72,192 | 97.98% | 97.98% |
08/09/2021 | 2.05% | 0.48 | 0.49 | 250,000 | 150,000 | 250,000 | 150,000 | 120,813 | 73,988 | 99.94% | 99.94% |
07/09/2021 | 1.95% | 0.50 | 0.51 | 250,000 | 150,000 | 250,000 | 150,000 | 126,779 | 77,568 | 99.98% | 99.98% |