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 | - | - |
06/08/2021 | 0.52% | 1.94 | 1.95 | 250,000 | 250,000 | 250,000 | 250,000 | 475,664 | 478,164 | 99.81% | 99.81% |
05/08/2021 | 0.55% | 1.89 | 1.90 | 250,000 | 250,000 | 250,000 | 250,000 | 452,761 | 455,261 | 91.11% | 91.11% |
04/08/2021 | 0.59% | 1.77 | 1.76 | 250,000 | 250,000 | 250,000 | 250,000 | 422,705 | 425,205 | 33.71% | 99.85% |
03/08/2021 | 0.66% | 1.48 | 1.49 | 250,000 | 250,000 | 249,999 | 250,000 | 375,526 | 378,028 | 98.95% | 98.96% |
02/08/2021 | 0.64% | 1.54 | 1.55 | 250,000 | 250,000 | 250,000 | 249,999 | 387,269 | 389,767 | 89.98% | 89.98% |
30/07/2021 | 0.70% | 1.52 | 1.53 | 250,000 | 250,000 | 250,003 | 250,002 | 355,266 | 357,765 | 99.85% | 99.86% |
29/07/2021 | 0.61% | 1.65 | 1.66 | 250,000 | 250,000 | 250,000 | 250,000 | 410,392 | 412,892 | 100.00% | 100.00% |
28/07/2021 | 0.67% | 1.52 | 1.53 | 250,000 | 250,000 | 250,000 | 250,000 | 372,305 | 374,805 | 99.94% | 99.94% |
27/07/2021 | 0.70% | 1.49 | 1.50 | 250,000 | 250,000 | 250,001 | 250,000 | 358,380 | 360,879 | 100.00% | 100.00% |