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 | - | - |
22/11/2021 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 8.89% |
19/11/2021 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 77.95% |
18/11/2021 | 66.67% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 | 10,000 | 0.03% | 72.40% |
17/11/2021 | 66.67% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 | 10,000 | 20.23% | 98.45% |
16/11/2021 | 92.77% | 0.01 | 0.02 | 500,000 | 500,000 | 186,727 | 186,727 | 1,867 | 4,518 | 99.91% | 99.91% |
15/11/2021 | 66.68% | 0.01 | 0.02 | 500,000 | 500,000 | 499,787 | 499,787 | 4,998 | 9,996 | 21.65% | 97.00% |
12/11/2021 | 92.57% | 0.01 | 0.02 | 500,000 | 500,000 | 189,147 | 189,147 | 1,891 | 4,560 | 97.02% | 99.41% |
11/11/2021 | 86.93% | 0.02 | 0.03 | 500,000 | 500,000 | 187,122 | 187,122 | 2,960 | 5,614 | 99.26% | 99.26% |
10/11/2021 | 86.29% | 0.02 | 0.03 | 500,000 | 500,000 | 192,926 | 192,926 | 3,047 | 5,744 | 93.09% | 93.09% |