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 | - | - |
15/01/2021 | 33.11% | 0.08 | 0.12 | 10,000 | 10,000 | 10,000 | 10,000 | 1,028 | 1,428 | 96.41% | 96.41% |
14/01/2021 | 118.08% | 0.05 | 0.06 | 40,000 | 40,000 | 17,674 | 17,674 | 346 | 654 | 93.26% | 93.26% |
13/01/2021 | 137.50% | 0.01 | 0.03 | 40,000 | 40,000 | 15,945 | 15,945 | 80 | 431 | 85.20% | 98.34% |
12/01/2021 | 137.50% | 0.01 | 0.03 | 40,000 | 40,000 | 16,926 | 16,926 | 85 | 457 | 90.59% | 99.22% |
11/01/2021 | 99.76% | 0.01 | 0.03 | 40,000 | 40,000 | 18,775 | 18,775 | 153 | 507 | 95.26% | 95.26% |
08/01/2021 | 59.84% | 0.01 | 0.03 | 40,000 | 40,000 | 18,514 | 18,514 | 262 | 500 | 94.26% | 94.26% |
07/01/2021 | 43.25% | 0.02 | 0.03 | 40,000 | 40,000 | 18,934 | 18,934 | 341 | 546 | 99.17% | 99.17% |
05/01/2021 | 17.17% | 0.06 | 0.07 | 40,000 | 40,000 | 18,048 | 18,048 | 989 | 1,169 | 95.22% | 95.22% |
04/01/2021 | 18.25% | 0.04 | 0.05 | 40,000 | 40,000 | 18,959 | 18,959 | 892 | 1,081 | 92.98% | 92.98% |