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 | - | - |
05/08/2021 | 58.58% | 0.03 | 0.20 | 600,000 | 600,000 | 313,831 | 313,836 | 42,726 | 77,421 | 81.97% | 81.97% |
04/08/2021 | 4.30% | 0.26 | 0.27 | 600,000 | 600,000 | 365,164 | 365,154 | 96,549 | 100,614 | 99.89% | 99.89% |
03/08/2021 | 2.41% | 0.56 | 0.57 | 600,000 | 600,000 | 363,316 | 363,316 | 155,298 | 158,931 | 99.10% | 99.10% |
02/08/2021 | 3.10% | 0.30 | 0.31 | 600,000 | 600,000 | 365,428 | 365,446 | 119,707 | 123,366 | 100.00% | 100.00% |
30/07/2021 | 1.75% | 0.48 | 0.49 | 600,000 | 600,000 | 365,612 | 365,600 | 202,737 | 206,386 | 99.70% | 99.70% |
29/07/2021 | 2.86% | 0.25 | 0.26 | 600,000 | 600,000 | 364,470 | 364,379 | 123,312 | 126,921 | 99.61% | 99.61% |
28/07/2021 | 2.51% | 0.31 | 0.32 | 600,000 | 600,000 | 364,873 | 364,869 | 144,155 | 147,803 | 99.76% | 99.76% |
27/07/2021 | 20.63% | 0.55 | 0.56 | 600,000 | 600,000 | 365,400 | 365,409 | 103,389 | 117,272 | 100.00% | 100.00% |
26/07/2021 | 7.39% | 0.19 | 0.20 | 600,000 | 600,000 | 365,452 | 365,428 | 86,064 | 92,469 | 100.00% | 100.00% |