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 | 2.09% | 0.43 | 0.44 | 510,000 | 510,000 | 510,000 | 510,000 | 241,809 | 246,909 | 99.88% | 99.88% |
14/10/2021 | 1.46% | 0.57 | 0.58 | 510,000 | 510,000 | 510,000 | 510,000 | 353,114 | 358,214 | 99.76% | 99.76% |
13/10/2021 | 0.99% | 0.97 | 0.98 | 510,000 | 510,000 | 510,000 | 510,000 | 516,161 | 521,261 | 99.85% | 99.85% |
12/10/2021 | 0.80% | 1.23 | 1.24 | 510,000 | 510,000 | 510,000 | 510,000 | 636,203 | 641,303 | 100.00% | 100.00% |
11/10/2021 | 0.84% | 1.15 | 1.16 | 520,000 | 520,000 | 520,000 | 520,000 | 619,789 | 624,989 | 99.89% | 99.89% |
08/10/2021 | 0.93% | 1.07 | 1.08 | 550,000 | 550,000 | 550,000 | 550,000 | 589,069 | 594,569 | 94.97% | 94.97% |
07/10/2021 | 0.84% | 1.04 | 1.05 | 520,000 | 520,000 | 520,000 | 520,000 | 615,828 | 621,028 | 99.40% | 99.40% |
06/10/2021 | 0.58% | 1.55 | 1.56 | 550,000 | 550,000 | 550,000 | 550,000 | 948,587 | 954,087 | 97.06% | 97.06% |
05/10/2021 | 0.74% | 1.18 | 1.19 | 550,000 | 550,000 | 550,000 | 550,000 | 738,691 | 744,191 | 99.41% | 99.41% |