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 | - | 0.02 | 0.12 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 4.13% | 0.12 | 0.14 | 300,000 | 300,000 | 300,000 | 300,000 | 80,982 | 83,990 | 100.00% | 100.00% |
13/10/2021 | 2.52% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 121,833 | 124,833 | 100.00% | 100.00% |
12/10/2021 | 2.31% | 0.42 | 0.43 | 300,000 | 300,000 | 300,000 | 300,000 | 129,904 | 132,904 | 100.00% | 100.00% |
11/10/2021 | 2.07% | 0.41 | 0.42 | 300,000 | 300,000 | 300,000 | 300,000 | 144,102 | 147,102 | 100.00% | 100.00% |
08/10/2021 | 1.99% | 0.42 | 0.43 | 300,000 | 300,000 | 300,000 | 300,000 | 150,381 | 153,381 | 98.32% | 98.32% |
07/10/2021 | 1.95% | 0.42 | 0.43 | 300,000 | 300,000 | 300,000 | 300,000 | 153,806 | 156,806 | 100.00% | 100.00% |
06/10/2021 | 0.94% | 0.84 | 0.85 | 300,000 | 300,000 | 300,000 | 300,000 | 322,935 | 325,935 | 99.72% | 99.72% |
05/10/2021 | 1.21% | 0.79 | 0.80 | 300,000 | 300,000 | 300,000 | 300,000 | 246,033 | 249,033 | 100.00% | 100.00% |