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 | 0.40% | 99.70 | 100.10 | 500,000 | 100,000 | 135,192 | 27,038 | 134,786 | 27,065 | 99.48% | 99.48% |
14/01/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 138,750 | 27,750 | 138,473 | 27,806 | 97.32% | 97.32% |
13/01/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 146,945 | 29,389 | 146,651 | 29,448 | 99.58% | 99.58% |
12/01/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 146,948 | 29,390 | 146,654 | 29,448 | 99.58% | 99.58% |
11/01/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,368 | 29,474 | 147,220 | 29,562 | 99.15% | 99.15% |
08/01/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,176 | 29,635 | 148,028 | 29,724 | 98.35% | 98.35% |
07/01/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 146,948 | 29,390 | 146,801 | 29,478 | 99.58% | 99.58% |
05/01/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 146,951 | 29,390 | 146,951 | 29,508 | 99.58% | 99.58% |
04/01/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 147,831 | 29,566 | 147,831 | 29,685 | 97.07% | 97.07% |