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 | 120.00% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 1,500 | 6,000 | 48.09% | 98.87% |
14/10/2021 | 103.66% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 2,029 | 6,100 | 99.58% | 99.58% |
13/10/2021 | 23.41% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 11,465 | 14,465 | 100.00% | 100.00% |
12/10/2021 | 12.49% | 0.06 | 0.07 | 230,000 | 230,000 | 230,000 | 230,000 | 17,818 | 20,118 | 99.72% | 99.72% |
11/10/2021 | 10.18% | 0.10 | 0.11 | 280,000 | 280,000 | 280,000 | 280,000 | 26,259 | 29,059 | 99.89% | 99.89% |
08/10/2021 | 21.72% | 0.08 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 13,122 | 16,122 | 96.13% | 96.13% |
07/10/2021 | 24.92% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 10,799 | 13,799 | 100.00% | 100.00% |
06/10/2021 | 63.77% | 0.03 | 0.04 | 300,000 | 300,000 | 300,000 | 300,000 | 3,633 | 6,734 | 99.53% | 99.53% |
05/10/2021 | 38.74% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 6,435 | 9,435 | 99.82% | 99.82% |