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 | - | 0.27 | 0.28 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 1.95% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 259,658 | 264,658 | 99.96% | 99.96% |
13/10/2021 | 1.19% | 0.80 | 0.81 | 500,000 | 500,000 | 500,000 | 500,000 | 419,586 | 424,586 | 100.00% | 100.00% |
12/10/2021 | 0.93% | 1.06 | 1.07 | 500,000 | 500,000 | 500,000 | 500,000 | 537,204 | 542,204 | 100.00% | 100.00% |
11/10/2021 | 0.98% | 0.98 | 0.99 | 500,000 | 500,000 | 500,000 | 500,000 | 510,647 | 515,647 | 100.00% | 100.00% |
08/10/2021 | 1.10% | 0.91 | 0.92 | 500,000 | 500,000 | 500,000 | 499,999 | 452,724 | 457,724 | 94.40% | 94.40% |
07/10/2021 | 0.98% | 0.87 | 0.88 | 500,000 | 500,000 | 500,000 | 499,978 | 509,044 | 514,022 | 100.00% | 100.00% |
06/10/2021 | 0.64% | 1.38 | 1.39 | 500,000 | 500,000 | 500,000 | 499,997 | 778,157 | 783,153 | 99.69% | 99.69% |
05/10/2021 | 0.84% | 1.01 | 1.02 | 500,000 | 500,000 | 499,993 | 499,996 | 593,555 | 598,557 | 100.00% | 100.00% |