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 | - | 0.13 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 76.61% |
14/10/2021 | - | 0.17 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.03% |
13/10/2021 | - | 0.25 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.49% |
12/10/2021 | - | 0.26 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.12% |
11/10/2021 | - | 0.37 | - | 140,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.36% |
08/10/2021 | - | 0.46 | - | 110,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 87.91% |
07/10/2021 | 3.97% | 0.45 | 0.46 | 120,000 | 50,000 | 119,454 | 30,603 | 52,441 | 13,989 | 96.14% | 96.14% |
06/10/2021 | 3.01% | 0.50 | 0.51 | 100,000 | 50,000 | 92,554 | 30,564 | 53,023 | 17,713 | 97.01% | 97.01% |
05/10/2021 | 3.97% | 0.46 | 0.47 | 110,000 | 50,000 | 120,795 | 31,042 | 52,175 | 13,854 | 88.17% | 88.17% |