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 | - | 0.04 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 58.59% |
14/10/2021 | - | 0.19 | - | 148,529 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/10/2021 | - | 0.22 | - | 149,369 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.20% |
12/10/2021 | 2.50% | 0.31 | 0.39 | 151,350 | 50,000 | 132,664 | 50,000 | 52,379 | 20,284 | 7.24% | 99.90% |
11/10/2021 | 2.24% | 0.39 | 0.40 | 130,000 | 50,000 | 118,840 | 50,000 | 52,390 | 22,594 | 99.50% | 100.00% |
08/10/2021 | 2.54% | 0.36 | 0.39 | 140,000 | 50,000 | 133,495 | 50,000 | 51,907 | 19,957 | 26.66% | 100.00% |
07/10/2021 | - | 0.29 | - | 150,593 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.96% |
06/10/2021 | 1.88% | 0.43 | 0.44 | 102,117 | 50,000 | 96,582 | 50,000 | 51,137 | 27,097 | 98.72% | 98.72% |
05/10/2021 | 1.96% | 0.44 | 0.45 | 102,163 | 50,000 | 100,294 | 50,000 | 50,843 | 25,861 | 100.00% | 100.00% |