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 | - | 0.07 | - | 213,924 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/10/2021 | 3.34% | 0.30 | 0.31 | 170,000 | 50,000 | 174,821 | 50,000 | 51,481 | 15,245 | 83.99% | 99.50% |
12/10/2021 | 3.15% | 0.31 | 0.32 | 170,000 | 50,000 | 165,852 | 50,000 | 51,777 | 16,161 | 99.80% | 100.00% |
11/10/2021 | - | 0.27 | - | 190,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.16% |
08/10/2021 | 3.37% | 0.23 | 0.29 | 219,330 | 50,000 | 175,326 | 50,000 | 51,225 | 15,142 | 47.53% | 100.00% |
07/10/2021 | 3.00% | 0.25 | 0.29 | 200,000 | 50,000 | 157,902 | 50,000 | 51,840 | 17,021 | 89.85% | 99.21% |
06/10/2021 | 1.97% | 0.44 | 0.45 | 120,000 | 50,000 | 104,381 | 50,000 | 52,521 | 25,744 | 100.00% | 100.00% |
05/10/2021 | 2.28% | 0.38 | 0.39 | 140,000 | 50,000 | 120,251 | 50,000 | 52,249 | 22,270 | 100.00% | 100.00% |