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 | - | 0.23 | 0.24 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/07/2021 | 2.36% | 0.37 | 0.38 | 300,000 | 300,000 | 300,000 | 300,000 | 127,904 | 130,904 | 100.00% | 100.00% |
29/07/2021 | 2.23% | 0.47 | 0.48 | 300,000 | 300,000 | 300,000 | 300,000 | 133,697 | 136,697 | 100.00% | 100.00% |
28/07/2021 | 1.98% | 0.50 | 0.51 | 300,000 | 300,000 | 300,000 | 300,000 | 149,955 | 152,955 | 100.00% | 100.00% |
27/07/2021 | 1.71% | 0.55 | 0.56 | 300,000 | 300,000 | 300,000 | 300,000 | 175,316 | 178,316 | 100.00% | 100.00% |
26/07/2021 | 1.91% | 0.53 | 0.54 | 300,000 | 300,000 | 300,000 | 300,000 | 155,779 | 158,779 | 98.85% | 98.85% |
23/07/2021 | 2.24% | 0.38 | 0.39 | 300,000 | 300,000 | 300,000 | 300,000 | 133,715 | 136,715 | 99.96% | 99.96% |
22/07/2021 | 1.60% | 0.69 | 0.70 | 300,000 | 300,000 | 300,000 | 300,000 | 187,454 | 190,454 | 100.00% | 100.00% |
21/07/2021 | 1.66% | 0.58 | 0.59 | 300,000 | 300,000 | 300,000 | 300,000 | 179,461 | 182,461 | 99.98% | 99.98% |