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 | - | - |
17/08/2021 | 1.50% | 0.67 | 0.68 | 260,000 | 260,000 | 260,000 | 260,000 | 172,519 | 175,119 | 100.00% | 100.00% |
16/08/2021 | 1.48% | 0.66 | 0.67 | 260,000 | 260,000 | 260,000 | 260,000 | 175,819 | 178,419 | 99.92% | 99.92% |
13/08/2021 | 1.18% | 0.84 | 0.85 | 260,000 | 260,000 | 260,000 | 260,000 | 219,866 | 222,466 | 100.00% | 100.00% |
12/08/2021 | 1.14% | 0.82 | 0.83 | 260,000 | 260,000 | 260,000 | 260,000 | 227,123 | 229,723 | 99.91% | 99.91% |
11/08/2021 | 1.32% | 0.75 | 0.76 | 260,000 | 260,000 | 260,000 | 260,000 | 196,826 | 199,426 | 99.71% | 99.71% |
10/08/2021 | 1.32% | 0.83 | 0.84 | 270,000 | 270,000 | 270,000 | 270,000 | 203,442 | 206,142 | 99.91% | 99.91% |
09/08/2021 | 1.71% | 0.65 | 0.66 | 260,000 | 260,000 | 260,000 | 260,000 | 151,242 | 153,842 | 100.00% | 100.00% |
06/08/2021 | 1.11% | 0.79 | 0.80 | 260,000 | 260,000 | 260,000 | 260,000 | 233,324 | 235,924 | 100.00% | 100.00% |
05/08/2021 | 1.25% | 0.82 | 0.83 | 260,000 | 260,000 | 260,000 | 260,000 | 207,471 | 210,071 | 99.70% | 99.70% |