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 | - | - |
16/08/2021 | 36.57% | 0.32 | 0.33 | 250,000 | 250,000 | 94,147 | 94,147 | 25,401 | 30,484 | 98.79% | 98.79% |
13/08/2021 | 104.23% | 0.07 | 0.35 | 250,000 | 250,000 | 93,046 | 93,074 | 9,998 | 34,524 | 99.52% | 99.52% |
12/08/2021 | 5.54% | 0.34 | 0.35 | 250,000 | 250,000 | 93,616 | 93,616 | 31,433 | 32,764 | 100.00% | 100.00% |
11/08/2021 | 2.41% | 0.38 | 0.39 | 250,000 | 250,000 | 93,645 | 93,631 | 35,679 | 36,611 | 99.88% | 99.88% |
10/08/2021 | 2.20% | 0.47 | 0.48 | 250,000 | 250,000 | 93,628 | 93,625 | 40,729 | 41,664 | 100.00% | 100.00% |
09/08/2021 | 2.05% | 0.49 | 0.50 | 250,000 | 250,000 | 93,643 | 93,643 | 45,600 | 46,536 | 100.00% | 100.00% |
06/08/2021 | 2.04% | 0.48 | 0.49 | 250,000 | 250,000 | 93,646 | 93,646 | 44,286 | 45,222 | 100.00% | 100.00% |
05/08/2021 | 1.53% | 0.58 | 0.59 | 250,000 | 250,000 | 93,324 | 93,324 | 58,772 | 59,705 | 99.82% | 99.82% |
04/08/2021 | 1.56% | 0.69 | 0.70 | 250,000 | 250,000 | 93,612 | 93,612 | 61,741 | 62,677 | 100.00% | 100.00% |