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 | 2.76% | 0.31 | 0.32 | 170,000 | 100,000 | 144,382 | 100,000 | 51,649 | 36,934 | 100.00% | 100.00% |
13/10/2021 | 3.19% | 0.33 | 0.34 | 160,000 | 100,000 | 167,394 | 100,000 | 51,730 | 32,000 | 98.20% | 98.20% |
12/10/2021 | - | 0.19 | - | 270,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.99% |
11/10/2021 | 4.44% | 0.21 | 0.23 | 240,000 | 100,000 | 230,023 | 100,000 | 50,605 | 23,000 | 0.12% | 87.29% |