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 | - | - |
21/09/2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/09/2021 | 1.06% | 9.14 | 9.24 | 25,000 | 25,000 | 25,000 | 25,000 | 234,823 | 237,320 | 99.95% | 99.97% |
17/09/2021 | 0.79% | 12.48 | 12.58 | 25,000 | 25,000 | 25,000 | 25,000 | 313,752 | 316,250 | 99.98% | 99.98% |
16/09/2021 | 0.77% | 12.60 | 12.70 | 25,000 | 25,000 | 25,000 | 25,000 | 322,966 | 325,466 | 100.00% | 100.00% |
15/09/2021 | 0.81% | 12.99 | 13.09 | 25,000 | 25,000 | 25,000 | 24,993 | 308,586 | 310,997 | 99.12% | 99.12% |
14/09/2021 | 0.90% | 11.82 | 11.92 | 25,000 | 25,000 | 25,000 | 25,000 | 277,389 | 279,889 | 99.64% | 99.64% |
13/09/2021 | 1.04% | 9.25 | 9.35 | 25,000 | 25,000 | 25,000 | 25,000 | 239,292 | 241,792 | 99.75% | 99.75% |
10/09/2021 | 1.08% | 9.85 | 9.95 | 25,000 | 25,000 | 25,000 | 25,000 | 251,797 | 254,522 | 99.69% | 99.69% |
09/09/2021 | 1.05% | 10.97 | 11.08 | 25,000 | 25,000 | 25,000 | 25,000 | 261,150 | 263,900 | 99.81% | 99.81% |