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 | - | - |
20/09/2021 | 2.57% | 0.29 | 0.30 | 500,000 | 500,000 | 499,990 | 499,998 | 195,562 | 200,565 | 27.81% | 27.81% |
17/09/2021 | 0.70% | 1.15 | 1.16 | 500,000 | 500,000 | 500,000 | 499,991 | 716,630 | 721,621 | 99.93% | 99.93% |
16/09/2021 | 0.63% | 1.54 | 1.55 | 500,000 | 500,000 | 500,000 | 499,999 | 788,023 | 793,022 | 91.64% | 91.64% |
15/09/2021 | 0.64% | 1.40 | 1.41 | 500,000 | 500,000 | 499,965 | 499,920 | 775,851 | 780,784 | 100.00% | 100.00% |
14/09/2021 | 0.62% | 1.56 | 1.57 | 500,000 | 500,000 | 499,181 | 499,032 | 798,011 | 802,756 | 99.66% | 99.66% |
13/09/2021 | 0.60% | 1.57 | 1.58 | 500,000 | 500,000 | 499,997 | 500,000 | 825,825 | 830,830 | 99.34% | 99.34% |
10/09/2021 | 0.67% | 1.39 | 1.40 | 500,000 | 500,000 | 499,998 | 499,999 | 749,036 | 754,038 | 97.13% | 97.13% |
09/09/2021 | 0.74% | 1.50 | 1.51 | 500,000 | 500,000 | 499,867 | 499,988 | 672,609 | 677,771 | 98.68% | 98.68% |
08/09/2021 | 0.66% | 1.45 | 1.46 | 500,000 | 500,000 | 499,995 | 499,999 | 759,309 | 764,315 | 100.00% | 100.00% |