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 | - | - |
20/01/2021 | 9.94% | 0.14 | 0.16 | 150,000 | 150,000 | 150,000 | 150,000 | 15,027 | 16,527 | 100.00% | 100.00% |
19/01/2021 | 6.00% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 24,289 | 25,789 | 100.00% | 100.00% |
18/01/2021 | 4.45% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 33,050 | 34,550 | 99.65% | 99.65% |
15/01/2021 | 6.36% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 23,175 | 24,675 | 100.00% | 100.00% |
14/01/2021 | 7.12% | 0.10 | 0.11 | 150,000 | 150,000 | 150,000 | 150,000 | 20,464 | 21,964 | 100.00% | 100.00% |
13/01/2021 | 8.50% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 17,254 | 18,754 | 100.00% | 100.00% |
12/01/2021 | 5.19% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 28,319 | 29,819 | 100.00% | 100.00% |
11/01/2021 | 3.53% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 41,785 | 43,285 | 99.95% | 99.95% |
08/01/2021 | 5.12% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 28,690 | 30,190 | 98.04% | 98.04% |