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 | 4.37% | 0.22 | 0.23 | 580,000 | 580,000 | 580,000 | 580,000 | 133,185 | 138,985 | 100.00% | 100.00% |
19/08/2021 | 3.19% | 0.38 | 0.39 | 530,000 | 530,000 | 530,000 | 530,000 | 168,581 | 173,881 | 95.81% | 95.81% |
18/08/2021 | 1.38% | 0.81 | 0.82 | 570,000 | 570,000 | 570,000 | 570,000 | 412,312 | 418,012 | 99.40% | 99.40% |
17/08/2021 | 1.44% | 0.74 | 0.75 | 590,000 | 590,000 | 590,000 | 590,000 | 408,366 | 414,266 | 99.66% | 99.66% |
16/08/2021 | 1.39% | 0.67 | 0.68 | 560,000 | 560,000 | 560,000 | 560,000 | 401,522 | 407,122 | 97.86% | 97.86% |
13/08/2021 | 1.11% | 0.85 | 0.86 | 590,000 | 590,000 | 590,000 | 590,000 | 531,853 | 537,753 | 99.58% | 99.58% |
12/08/2021 | 1.44% | 0.82 | 0.83 | 660,000 | 660,000 | 660,000 | 660,000 | 462,211 | 468,811 | 93.90% | 93.90% |
11/08/2021 | 1.86% | 0.57 | 0.58 | 710,000 | 710,000 | 710,000 | 710,000 | 381,120 | 388,220 | 91.39% | 91.39% |
10/08/2021 | 1.93% | 0.52 | 0.53 | 740,000 | 740,000 | 740,000 | 740,000 | 380,310 | 387,710 | 96.27% | 96.27% |