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 | - | 0.06 | - | 125,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/09/2021 | 2.20% | 0.17 | 0.17 | 250,000 | 250,000 | 249,997 | 249,999 | 124,036 | 126,537 | 89.67% | 97.49% |
16/09/2021 | 1.61% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 250,000 | 154,659 | 157,159 | 95.57% | 95.57% |
15/09/2021 | 1.68% | 0.44 | 0.45 | 250,000 | 250,000 | 250,000 | 249,998 | 150,176 | 152,676 | 71.76% | 71.76% |
14/09/2021 | 1.53% | 0.61 | 0.62 | 250,000 | 250,000 | 250,000 | 250,000 | 162,954 | 165,454 | 99.44% | 99.44% |
13/09/2021 | 1.41% | 0.62 | 0.63 | 250,000 | 250,000 | 250,000 | 250,000 | 176,840 | 179,340 | 99.57% | 99.57% |
10/09/2021 | 1.82% | 0.44 | 0.45 | 250,000 | 250,000 | 250,000 | 250,000 | 137,634 | 140,134 | 99.56% | 99.56% |
09/09/2021 | 2.38% | 0.56 | 0.57 | 250,000 | 250,000 | 249,996 | 250,000 | 108,210 | 110,711 | 68.99% | 99.78% |
08/09/2021 | 1.80% | 0.50 | 0.51 | 250,000 | 250,000 | 250,000 | 249,999 | 141,620 | 144,120 | 99.40% | 99.40% |