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 | 1.92% | 0.47 | 0.48 | 110,000 | 100,000 | 101,669 | 100,000 | 52,507 | 52,694 | 100.00% | 100.00% |
13/10/2021 | 2.12% | 0.49 | 0.50 | 110,000 | 100,000 | 112,392 | 100,000 | 52,464 | 47,748 | 99.46% | 99.46% |
12/10/2021 | 2.87% | 0.35 | 0.36 | 150,000 | 100,000 | 150,329 | 100,000 | 51,710 | 35,449 | 100.00% | 100.00% |
11/10/2021 | 3.09% | 0.37 | 0.38 | 140,000 | 100,000 | 162,771 | 100,000 | 51,800 | 32,969 | 100.00% | 100.00% |