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 | - | 0.02 | 0.23 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/09/2021 | 3.48% | 0.31 | 0.39 | 500,000 | 500,000 | 499,987 | 499,998 | 297,993 | 305,755 | 99.93% | 99.93% |
16/09/2021 | 1.36% | 0.70 | 0.71 | 500,000 | 500,000 | 499,987 | 499,996 | 365,484 | 370,490 | 91.64% | 91.64% |
15/09/2021 | 1.40% | 0.56 | 0.57 | 500,000 | 500,000 | 499,995 | 499,998 | 358,095 | 363,097 | 100.00% | 100.00% |
14/09/2021 | 1.32% | 0.72 | 0.73 | 500,000 | 500,000 | 499,995 | 499,997 | 378,441 | 383,442 | 99.66% | 99.66% |
13/09/2021 | 1.23% | 0.73 | 0.74 | 500,000 | 500,000 | 499,995 | 499,972 | 405,338 | 410,321 | 99.67% | 99.67% |
10/09/2021 | 1.54% | 0.55 | 0.56 | 500,000 | 500,000 | 499,993 | 499,886 | 325,417 | 330,343 | 97.13% | 97.13% |
09/09/2021 | 2.05% | 0.64 | 0.65 | 500,000 | 500,000 | 499,970 | 499,979 | 249,057 | 254,064 | 98.67% | 98.67% |
08/09/2021 | 1.52% | 0.59 | 0.60 | 500,000 | 500,000 | 499,997 | 499,994 | 331,129 | 336,127 | 99.91% | 99.91% |