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 | 1.67% | 0.57 | 0.58 | 300,000 | 100,000 | 299,990 | 100,000 | 178,626 | 60,544 | 100.00% | 100.00% |
16/09/2021 | 1.77% | 0.58 | 0.59 | 300,000 | 100,000 | 299,999 | 100,000 | 167,899 | 56,966 | 100.00% | 100.00% |
15/09/2021 | 1.74% | 0.51 | 0.52 | 300,000 | 100,000 | 300,000 | 100,000 | 171,579 | 58,193 | 99.98% | 99.98% |
14/09/2021 | 1.62% | 0.63 | 0.64 | 300,000 | 100,000 | 300,000 | 100,000 | 183,658 | 62,220 | 99.92% | 99.92% |
13/09/2021 | 1.49% | 0.66 | 0.67 | 300,000 | 100,000 | 300,000 | 100,000 | 199,793 | 67,598 | 100.00% | 100.00% |
10/09/2021 | 1.50% | 0.66 | 0.67 | 300,000 | 100,000 | 300,000 | 100,000 | 198,897 | 67,299 | 100.00% | 100.00% |
09/09/2021 | 1.74% | 0.63 | 0.64 | 300,000 | 100,000 | 300,000 | 100,000 | 171,127 | 58,042 | 98.00% | 98.00% |
08/09/2021 | 1.80% | 0.56 | 0.56 | 300,000 | 100,000 | 300,000 | 100,000 | 165,391 | 56,130 | 99.94% | 99.94% |
07/09/2021 | 1.59% | 0.60 | 0.61 | 300,000 | 100,000 | 300,000 | 100,000 | 187,830 | 63,610 | 99.97% | 99.97% |