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 | 150.92% | 0.01 | 0.04 | 50,000 | 50,000 | 50,000 | 50,000 | 290 | 2,053 | 99.81% | 99.81% |
16/09/2021 | 107.57% | 0.02 | 0.04 | 150,000 | 150,000 | 79,092 | 79,092 | 980 | 3,204 | 99.27% | 99.27% |
15/09/2021 | 139.59% | 0.03 | 0.04 | 150,000 | 150,000 | 78,926 | 78,926 | 526 | 3,148 | 98.08% | 98.08% |
14/09/2021 | 141.98% | 0.01 | 0.04 | 150,000 | 150,000 | 79,195 | 79,195 | 563 | 3,095 | 98.60% | 98.60% |
13/09/2021 | 46.33% | 0.01 | 0.04 | 150,000 | 150,000 | 78,911 | 78,911 | 1,786 | 3,130 | 98.34% | 98.34% |
10/09/2021 | 14.10% | 0.06 | 0.07 | 150,000 | 150,000 | 78,943 | 78,943 | 5,536 | 6,366 | 99.17% | 99.17% |
09/09/2021 | 13.52% | 0.08 | 0.09 | 150,000 | 150,000 | 79,051 | 79,051 | 5,565 | 6,355 | 99.36% | 99.36% |
08/09/2021 | 8.78% | 0.11 | 0.12 | 120,000 | 120,000 | 61,958 | 61,958 | 9,920 | 10,755 | 98.53% | 98.53% |
07/09/2021 | 8.54% | 0.17 | 0.18 | 130,000 | 130,000 | 67,027 | 67,027 | 11,265 | 12,148 | 97.77% | 97.77% |