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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | - | 0.06 | - | 291,431 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/10/2021 | 3.64% | 0.14 | 0.27 | 295,060 | 200,000 | 200,000 | 200,000 | 54,031 | 56,031 | 4.58% | 88.67% |
12/10/2021 | 3.35% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 59,523 | 61,523 | 87.27% | 100.00% |
11/10/2021 | 3.01% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 65,486 | 67,486 | 100.00% | 100.00% |
08/10/2021 | 3.68% | 0.28 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 53,382 | 55,382 | 82.59% | 99.21% |
07/10/2021 | 3.33% | 0.23 | 0.27 | 220,000 | 200,000 | 200,000 | 200,000 | 59,321 | 61,321 | 77.65% | 100.00% |
06/10/2021 | 2.43% | 0.38 | 0.39 | 200,000 | 200,000 | 200,000 | 200,000 | 81,812 | 83,812 | 99.87% | 99.87% |
05/10/2021 | 2.87% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 69,054 | 71,054 | 100.00% | 100.00% |