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 | - | - |
15/10/2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 45.75% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 18,443 | 25,739 | 87.57% | 97.61% |
13/10/2021 | 9.37% | 0.06 | 0.07 | 400,000 | 400,000 | 400,000 | 400,000 | 46,482 | 50,482 | 64.63% | 64.63% |
12/10/2021 | 6.37% | 0.14 | 0.16 | 420,000 | 420,000 | 420,000 | 420,000 | 66,154 | 70,354 | 60.66% | 60.66% |
11/10/2021 | 4.81% | 0.16 | 0.17 | 420,000 | 420,000 | 420,000 | 420,000 | 86,661 | 90,861 | 61.33% | 61.33% |
08/10/2021 | 4.29% | 0.18 | 0.19 | 440,000 | 440,000 | 440,000 | 440,000 | 101,856 | 106,256 | 98.34% | 98.34% |
07/10/2021 | 3.89% | 0.21 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 76,666 | 79,666 | 100.00% | 100.00% |
06/10/2021 | 1.48% | 0.49 | 0.50 | 300,000 | 300,000 | 300,000 | 300,000 | 205,564 | 208,564 | 99.22% | 99.22% |
05/10/2021 | 2.11% | 0.44 | 0.45 | 330,000 | 330,000 | 330,000 | 330,000 | 155,116 | 158,416 | 77.52% | 77.52% |