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 | - | - |
27/08/2021 | 1.56% | 0.46 | 0.47 | 250,000 | 250,000 | 89,838 | 89,838 | 53,839 | 54,738 | 97.60% | 97.60% |
26/08/2021 | 1.69% | 0.69 | 0.70 | 250,000 | 250,000 | 92,315 | 92,315 | 56,802 | 57,725 | 99.02% | 99.02% |
25/08/2021 | 1.57% | 0.56 | 0.57 | 250,000 | 250,000 | 93,640 | 93,640 | 58,249 | 59,186 | 100.00% | 100.00% |
24/08/2021 | 1.55% | 0.61 | 0.62 | 250,000 | 250,000 | 93,511 | 93,512 | 59,254 | 60,189 | 99.92% | 99.92% |
23/08/2021 | 1.06% | 0.72 | 0.73 | 250,000 | 250,000 | 93,576 | 93,576 | 81,794 | 82,730 | 100.00% | 100.00% |
20/08/2021 | 0.67% | 1.20 | 1.21 | 250,000 | 250,000 | 92,551 | 92,551 | 128,116 | 129,041 | 99.31% | 99.31% |
19/08/2021 | 0.57% | 1.50 | 1.51 | 250,000 | 250,000 | 93,168 | 93,168 | 154,159 | 155,091 | 99.38% | 99.38% |
18/08/2021 | 0.89% | 1.14 | 1.15 | 250,000 | 250,000 | 93,641 | 93,641 | 104,004 | 104,941 | 100.00% | 100.00% |
17/08/2021 | 0.99% | 1.06 | 1.07 | 250,000 | 250,000 | 93,642 | 93,642 | 96,648 | 97,585 | 100.00% | 100.00% |