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 | - | - |
20/08/2021 | - | 0.01 | 0.02 | 500,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/08/2021 | 37.96% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,248 | 37,482 | 95.10% | 95.10% |
18/08/2021 | 68.54% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,599 | 23,714 | 99.40% | 99.40% |
17/08/2021 | 33.08% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,769 | 35,769 | 99.66% | 99.66% |
16/08/2021 | 32.98% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,738 | 36,738 | 97.82% | 97.82% |
13/08/2021 | 41.16% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,737 | 29,737 | 99.50% | 99.50% |
12/08/2021 | 24.74% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 36,031 | 46,031 | 93.91% | 93.91% |
11/08/2021 | 15.55% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,857 | 70,857 | 91.39% | 91.39% |
10/08/2021 | 13.12% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 71,575 | 81,575 | 96.27% | 96.27% |