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 | - | - |
15/10/2021 | - | 0.40 | 0.52 | 10,000 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 1.82% | 0.51 | 0.52 | 100,000 | 100,000 | 100,000 | 100,000 | 54,519 | 55,519 | 100.00% | 100.00% |
13/10/2021 | 1.97% | 0.52 | 0.53 | 100,000 | 100,000 | 100,000 | 100,000 | 50,426 | 51,426 | 100.00% | 100.00% |
12/10/2021 | 2.43% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 40,691 | 41,691 | 100.00% | 100.00% |
11/10/2021 | 2.56% | 0.43 | 0.44 | 100,000 | 100,000 | 100,000 | 100,000 | 38,682 | 39,682 | 100.00% | 100.00% |
08/10/2021 | 2.78% | 0.34 | 0.35 | 100,000 | 100,000 | 100,000 | 100,000 | 35,428 | 36,428 | 99.42% | 99.42% |
07/10/2021 | 2.84% | 0.36 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 34,724 | 35,724 | 100.00% | 100.00% |
06/10/2021 | 3.20% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 30,912 | 31,912 | 99.39% | 99.39% |
05/10/2021 | 2.77% | 0.38 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 35,601 | 36,601 | 100.00% | 100.00% |