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 | 7.76% | 0.14 | 0.20 | 360,000 | 50,000 | 193,413 | 25,022 | 50,853 | 7,172 | 76.88% | 77.71% |
30/07/2021 | 3.59% | 0.36 | 0.37 | 140,000 | 50,000 | 107,876 | 30,446 | 51,905 | 14,902 | 98.17% | 98.17% |
29/07/2021 | 2.64% | 0.46 | 0.47 | 110,000 | 50,000 | 83,681 | 30,446 | 54,758 | 20,044 | 98.17% | 98.17% |
28/07/2021 | 2.36% | 0.72 | 0.73 | 70,000 | 50,000 | 70,689 | 30,437 | 52,518 | 23,028 | 98.07% | 98.07% |
27/07/2021 | 3.36% | 0.77 | 0.78 | 70,000 | 50,000 | 92,787 | 30,486 | 52,678 | 19,166 | 97.40% | 97.40% |
26/07/2021 | - | 0.62 | - | 90,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.69% |
23/07/2021 | 2.27% | 0.80 | 0.83 | 70,000 | 50,000 | 70,890 | 31,526 | 53,882 | 24,679 | 62.52% | 67.55% |
22/07/2021 | 2.73% | 0.73 | 0.74 | 70,000 | 50,000 | 80,412 | 30,562 | 51,890 | 20,374 | 96.14% | 96.14% |
21/07/2021 | 2.85% | 0.60 | 0.61 | 90,000 | 50,000 | 87,249 | 30,463 | 53,809 | 19,323 | 93.13% | 98.15% |