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 | - | - |
03/08/2021 | 113.77% | 0.00 | 0.10 | 300,000 | 300,000 | 299,989 | 299,991 | 9,059 | 29,615 | 6.75% | 7.37% |
02/08/2021 | 5.12% | 0.18 | 0.19 | 300,000 | 300,000 | 299,958 | 299,782 | 59,622 | 62,584 | 100.00% | 100.00% |
30/07/2021 | 3.01% | 0.28 | 0.29 | 300,000 | 300,000 | 299,996 | 299,955 | 101,277 | 104,263 | 100.00% | 100.00% |
29/07/2021 | 2.86% | 0.38 | 0.39 | 300,000 | 300,000 | 299,991 | 299,959 | 104,103 | 107,091 | 100.00% | 100.00% |
28/07/2021 | 2.47% | 0.40 | 0.41 | 300,000 | 300,000 | 299,991 | 299,976 | 120,301 | 123,294 | 100.00% | 100.00% |
27/07/2021 | 2.05% | 0.45 | 0.46 | 300,000 | 300,000 | 299,992 | 299,993 | 145,785 | 148,786 | 100.00% | 100.00% |
26/07/2021 | 2.30% | 0.44 | 0.45 | 300,000 | 300,000 | 299,988 | 299,990 | 128,956 | 131,957 | 98.85% | 98.85% |
23/07/2021 | 2.81% | 0.30 | 0.31 | 300,000 | 300,000 | 299,908 | 299,136 | 106,966 | 109,681 | 99.96% | 99.96% |
22/07/2021 | 1.87% | 0.60 | 0.61 | 300,000 | 300,000 | 299,996 | 299,993 | 160,319 | 163,318 | 100.00% | 100.00% |