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 | 58.43% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,549 | 22,549 | 100.00% | 100.00% |
14/10/2021 | 13.53% | 0.04 | 0.05 | 930,000 | 930,000 | 930,000 | 930,000 | 72,141 | 81,441 | 99.76% | 99.76% |
13/10/2021 | 3.94% | 0.23 | 0.24 | 660,000 | 660,000 | 660,000 | 660,000 | 168,897 | 175,497 | 99.85% | 99.85% |
12/10/2021 | 2.19% | 0.43 | 0.44 | 740,000 | 740,000 | 740,000 | 740,000 | 337,595 | 344,995 | 100.00% | 100.00% |
11/10/2021 | 2.24% | 0.39 | 0.40 | 830,000 | 830,000 | 830,000 | 830,000 | 369,339 | 377,639 | 99.89% | 99.89% |
08/10/2021 | 2.50% | 0.38 | 0.39 | 900,000 | 900,000 | 900,000 | 900,000 | 357,293 | 366,293 | 94.97% | 94.97% |
07/10/2021 | 2.00% | 0.40 | 0.41 | 640,000 | 640,000 | 640,000 | 640,000 | 319,012 | 325,412 | 99.44% | 99.44% |
06/10/2021 | 1.06% | 0.79 | 0.80 | 850,000 | 850,000 | 850,000 | 850,000 | 803,284 | 811,784 | 97.06% | 97.06% |
05/10/2021 | 1.52% | 0.53 | 0.54 | 730,000 | 730,000 | 730,000 | 730,000 | 478,769 | 486,069 | 99.44% | 99.44% |