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 | 21.18% | 0.03 | 0.13 | 500,000 | 500,000 | 500,000 | 499,997 | 66,167 | 77,918 | 78.54% | 78.55% |
05/08/2021 | 3.56% | 0.21 | 0.22 | 500,000 | 500,000 | 499,994 | 500,000 | 140,202 | 145,204 | 97.82% | 97.82% |
04/08/2021 | 2.54% | 0.32 | 0.33 | 500,000 | 500,000 | 499,996 | 499,996 | 198,269 | 203,270 | 100.00% | 100.00% |
03/08/2021 | 1.66% | 0.62 | 0.63 | 500,000 | 500,000 | 500,000 | 500,000 | 301,020 | 306,020 | 100.00% | 100.00% |
02/08/2021 | 1.77% | 0.57 | 0.58 | 500,000 | 500,000 | 500,000 | 500,000 | 286,696 | 291,696 | 100.00% | 100.00% |
30/07/2021 | 1.43% | 0.60 | 0.61 | 500,000 | 500,000 | 499,999 | 500,000 | 353,149 | 358,150 | 100.00% | 100.00% |
29/07/2021 | 2.05% | 0.47 | 0.48 | 500,000 | 500,000 | 500,000 | 500,000 | 243,298 | 248,298 | 99.97% | 99.97% |
28/07/2021 | 1.52% | 0.62 | 0.63 | 500,000 | 500,000 | 499,992 | 499,994 | 326,525 | 331,526 | 99.48% | 99.48% |
27/07/2021 | 1.40% | 0.66 | 0.67 | 500,000 | 500,000 | 499,998 | 499,997 | 357,479 | 362,478 | 100.00% | 100.00% |