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 | - | - |
27/01/2021 | 1.99% | 4.20 | 4.29 | 2,500 | 2,500 | 2,500 | 2,500 | 10,613 | 10,827 | 100.00% | 100.00% |
26/01/2021 | 2.00% | 4.44 | 4.53 | 2,500 | 2,500 | 2,500 | 2,500 | 11,051 | 11,274 | 99.33% | 99.33% |
25/01/2021 | 2.00% | 4.20 | 4.28 | 2,500 | 2,500 | 2,500 | 2,500 | 10,812 | 11,030 | 100.00% | 100.00% |
22/01/2021 | 2.00% | 4.42 | 4.51 | 2,500 | 2,500 | 2,500 | 2,500 | 10,960 | 11,182 | 100.00% | 100.00% |
21/01/2021 | 2.00% | 4.49 | 4.58 | 2,500 | 2,500 | 2,500 | 2,500 | 11,306 | 11,534 | 100.00% | 100.00% |
20/01/2021 | 1.99% | 4.48 | 4.57 | 2,500 | 2,500 | 2,500 | 2,500 | 11,186 | 11,412 | 100.00% | 100.00% |
19/01/2021 | 2.00% | 4.40 | 4.49 | 2,500 | 2,500 | 2,500 | 2,500 | 11,119 | 11,344 | 96.50% | 96.50% |
18/01/2021 | 1.99% | 4.41 | 4.50 | 2,500 | 2,500 | 2,500 | 2,500 | 10,940 | 11,160 | 100.00% | 100.00% |
15/01/2021 | 2.00% | 4.32 | 4.41 | 2,500 | 2,500 | 2,500 | 2,500 | 11,095 | 11,319 | 100.00% | 100.00% |