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 | 9.08% | 0.13 | 0.14 | 136,665 | 50,000 | 137,538 | 50,000 | 20,848 | 8,296 | 58.03% | 58.03% |
14/10/2021 | 7.04% | 0.19 | 0.21 | 139,350 | 50,000 | 140,260 | 50,000 | 31,430 | 12,020 | 98.67% | 98.67% |
13/10/2021 | 5.33% | 0.26 | 0.28 | 139,992 | 50,000 | 140,400 | 50,000 | 37,443 | 14,063 | 99.24% | 99.24% |
12/10/2021 | 5.16% | 0.28 | 0.30 | 141,407 | 50,000 | 142,262 | 50,000 | 43,870 | 16,230 | 100.00% | 100.00% |
11/10/2021 | 5.17% | 0.28 | 0.30 | 140,721 | 50,000 | 141,450 | 50,000 | 41,965 | 15,619 | 100.00% | 100.00% |
08/10/2021 | 5.12% | 0.28 | 0.30 | 140,858 | 50,000 | 142,169 | 50,000 | 44,670 | 16,530 | 100.00% | 100.00% |
07/10/2021 | 4.47% | 0.35 | 0.36 | 143,792 | 50,000 | 142,495 | 50,000 | 48,823 | 17,915 | 100.00% | 100.00% |
06/10/2021 | 3.71% | 0.39 | 0.40 | 130,000 | 50,000 | 131,540 | 50,000 | 51,514 | 20,336 | 100.00% | 100.00% |
05/10/2021 | 4.21% | 0.43 | 0.45 | 120,000 | 50,000 | 134,145 | 50,000 | 49,414 | 19,394 | 100.00% | 100.00% |