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 | - | 0.30 | 0.31 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 1.90% | 0.42 | 0.43 | 250,000 | 250,000 | 250,000 | 250,000 | 133,614 | 136,114 | 100.00% | 100.00% |
13/10/2021 | 1.16% | 0.82 | 0.83 | 250,000 | 250,000 | 250,000 | 249,999 | 215,186 | 217,685 | 100.00% | 100.00% |
12/10/2021 | 0.91% | 1.08 | 1.09 | 250,000 | 250,000 | 249,999 | 250,000 | 274,412 | 276,913 | 100.00% | 100.00% |
11/10/2021 | 0.96% | 1.00 | 1.01 | 250,000 | 250,000 | 250,000 | 250,000 | 259,709 | 262,209 | 100.00% | 100.00% |
08/10/2021 | 1.09% | 0.92 | 0.93 | 250,000 | 250,000 | 250,000 | 250,000 | 229,231 | 231,731 | 99.64% | 99.64% |
07/10/2021 | 0.97% | 0.88 | 0.89 | 250,000 | 250,000 | 250,000 | 249,999 | 256,801 | 259,301 | 99.73% | 99.73% |
06/10/2021 | 0.63% | 1.40 | 1.41 | 250,000 | 250,000 | 250,000 | 250,000 | 394,931 | 397,431 | 99.70% | 99.70% |
05/10/2021 | 0.84% | 1.01 | 1.02 | 250,000 | 250,000 | 250,000 | 250,000 | 299,031 | 301,531 | 100.00% | 100.00% |