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 | - | - |
01/10/2021 | - | 0.03 | 0.24 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/09/2021 | 1.22% | 0.74 | 0.75 | 500,000 | 500,000 | 499,958 | 499,954 | 410,935 | 415,929 | 99.72% | 99.72% |
29/09/2021 | 1.08% | 0.89 | 0.90 | 500,000 | 500,000 | 499,839 | 499,981 | 461,913 | 467,051 | 100.00% | 100.00% |
28/09/2021 | 1.07% | 0.70 | 0.71 | 500,000 | 500,000 | 499,971 | 499,971 | 475,125 | 480,122 | 100.00% | 100.00% |
27/09/2021 | 0.70% | 1.36 | 1.37 | 500,000 | 500,000 | 499,998 | 499,994 | 711,041 | 716,036 | 99.76% | 99.76% |
24/09/2021 | 0.81% | 1.25 | 1.26 | 500,000 | 500,000 | 499,916 | 499,938 | 616,749 | 621,780 | 99.55% | 99.55% |
23/09/2021 | 0.68% | 1.49 | 1.50 | 500,000 | 500,000 | 500,000 | 499,991 | 729,564 | 734,552 | 98.17% | 98.17% |
22/09/2021 | 0.96% | 1.14 | 1.15 | 500,000 | 500,000 | 499,967 | 499,965 | 518,920 | 523,921 | 100.00% | 100.00% |
21/09/2021 | 1.22% | 0.79 | 0.80 | 500,000 | 500,000 | 499,994 | 499,999 | 408,624 | 413,627 | 99.65% | 99.65% |