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 | - | 0.01 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 2.70% | 0.21 | 0.27 | 250,000 | 250,000 | 250,000 | 250,000 | 93,360 | 95,860 | 68.21% | 99.82% |
13/10/2021 | 1.53% | 0.61 | 0.62 | 250,000 | 250,000 | 250,000 | 250,000 | 163,419 | 165,919 | 99.20% | 99.20% |
12/10/2021 | 1.12% | 0.87 | 0.88 | 250,000 | 250,000 | 250,000 | 250,000 | 222,855 | 225,355 | 99.95% | 99.95% |
11/10/2021 | 1.20% | 0.79 | 0.80 | 250,000 | 250,000 | 250,000 | 250,000 | 207,649 | 210,149 | 99.64% | 99.64% |
08/10/2021 | 1.43% | 0.70 | 0.71 | 250,000 | 250,000 | 250,000 | 250,000 | 173,955 | 176,455 | 100.00% | 100.00% |
07/10/2021 | 1.23% | 0.66 | 0.67 | 250,000 | 250,000 | 250,000 | 250,000 | 203,229 | 205,729 | 98.91% | 98.91% |
06/10/2021 | 0.74% | 1.19 | 1.20 | 250,000 | 250,000 | 250,000 | 250,000 | 340,185 | 342,685 | 99.66% | 99.66% |
05/10/2021 | 1.04% | 0.78 | 0.79 | 250,000 | 250,000 | 250,000 | 250,000 | 241,280 | 243,780 | 99.95% | 99.95% |