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 | - | - |
02/08/2021 | - | 0.01 | 0.02 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/07/2021 | 23.35% | 0.05 | 0.06 | 250,000 | 250,000 | 250,000 | 250,000 | 9,778 | 12,278 | 100.00% | 100.00% |
29/07/2021 | 26.34% | 0.04 | 0.05 | 250,000 | 250,000 | 250,000 | 250,000 | 8,732 | 11,232 | 100.00% | 100.00% |
28/07/2021 | 15.37% | 0.05 | 0.06 | 250,000 | 250,000 | 250,000 | 250,000 | 15,139 | 17,639 | 100.00% | 100.00% |
27/07/2021 | 18.17% | 0.08 | 0.09 | 250,000 | 250,000 | 250,000 | 250,000 | 13,348 | 15,848 | 100.00% | 100.00% |
26/07/2021 | 28.03% | 0.03 | 0.04 | 250,000 | 250,000 | 250,000 | 250,000 | 9,800 | 12,300 | 100.00% | 100.00% |
23/07/2021 | 15.20% | 0.04 | 0.05 | 250,000 | 250,000 | 250,000 | 250,000 | 15,884 | 18,384 | 100.00% | 100.00% |
22/07/2021 | 8.85% | 0.10 | 0.11 | 250,000 | 250,000 | 250,000 | 250,000 | 27,084 | 29,584 | 100.00% | 100.00% |
21/07/2021 | 6.36% | 0.14 | 0.14 | 250,000 | 250,000 | 250,000 | 250,000 | 38,288 | 40,788 | 100.00% | 100.00% |