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 | - | - |
29/10/2021 | 3.21% | 0.17 | 0.24 | 300,000 | 100,000 | 168,422 | 55,695 | 51,665 | 17,473 | 88.40% | 100.00% |
28/10/2021 | 3.53% | 0.15 | 0.24 | 340,000 | 100,000 | 183,940 | 56,078 | 51,307 | 16,261 | 80.55% | 93.34% |
27/10/2021 | 2.22% | 0.29 | 0.30 | 180,000 | 100,000 | 117,074 | 60,833 | 52,106 | 27,281 | 100.00% | 100.00% |
26/10/2021 | 2.62% | 0.29 | 0.30 | 180,000 | 100,000 | 137,369 | 59,232 | 51,673 | 22,515 | 96.07% | 100.00% |
25/10/2021 | 1.26% | 0.70 | 0.71 | 100,000 | 100,000 | 76,463 | 60,833 | 60,263 | 48,419 | 100.00% | 100.00% |
22/10/2021 | 1.40% | 0.78 | 0.79 | 100,000 | 100,000 | 80,812 | 60,878 | 57,253 | 43,913 | 99.59% | 99.59% |
21/10/2021 | 1.18% | 0.71 | 0.72 | 100,000 | 100,000 | 68,667 | 60,833 | 57,515 | 51,275 | 100.00% | 100.00% |
20/10/2021 | 1.29% | 0.78 | 0.79 | 100,000 | 100,000 | 76,500 | 60,833 | 58,896 | 47,307 | 100.00% | 100.00% |
19/10/2021 | 1.11% | 0.84 | 0.85 | 100,000 | 100,000 | 68,666 | 60,833 | 61,389 | 54,938 | 100.00% | 100.00% |