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 | 6.37% | 0.13 | 0.15 | 250,000 | 100,000 | 250,000 | 100,000 | 38,058 | 16,223 | 47.51% | 53.63% |
30/07/2021 | 5.18% | 0.19 | 0.20 | 250,000 | 100,000 | 250,000 | 100,000 | 47,201 | 19,880 | 100.00% | 100.00% |
29/07/2021 | 4.85% | 0.19 | 0.20 | 250,000 | 100,000 | 250,000 | 100,000 | 50,808 | 21,323 | 99.98% | 99.98% |
28/07/2021 | 4.01% | 0.28 | 0.29 | 250,000 | 100,000 | 250,000 | 100,000 | 61,234 | 25,493 | 99.96% | 99.96% |
27/07/2021 | 3.87% | 0.23 | 0.24 | 250,000 | 100,000 | 250,000 | 100,000 | 63,505 | 26,402 | 99.98% | 99.98% |
26/07/2021 | 3.46% | 0.23 | 0.24 | 250,000 | 100,000 | 250,000 | 100,000 | 72,298 | 29,919 | 100.00% | 100.00% |
23/07/2021 | 3.09% | 0.30 | 0.31 | 250,000 | 100,000 | 250,000 | 100,000 | 79,909 | 32,964 | 100.00% | 100.00% |
22/07/2021 | 2.88% | 0.37 | 0.38 | 250,000 | 100,000 | 250,000 | 100,000 | 85,799 | 35,319 | 100.00% | 100.00% |
21/07/2021 | 2.36% | 0.37 | 0.38 | 250,000 | 100,000 | 246,332 | 98,486 | 103,809 | 42,489 | 99.98% | 99.98% |