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 | - | 0.28 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/01/2021 | 1.43% | 0.75 | 0.76 | 50,000 | 50,000 | 50,000 | 50,000 | 34,886 | 35,386 | 37.30% | 99.43% |
18/01/2021 | 1.10% | 0.85 | 0.86 | 50,000 | 50,000 | 50,000 | 50,000 | 45,137 | 45,637 | 100.00% | 100.00% |
15/01/2021 | 1.28% | 0.95 | 0.96 | 50,000 | 50,000 | 50,000 | 50,000 | 39,286 | 39,786 | 100.00% | 100.00% |
14/01/2021 | 2.08% | 0.45 | 0.46 | 50,000 | 50,000 | 50,000 | 50,000 | 23,878 | 24,378 | 100.00% | 100.00% |
13/01/2021 | 1.57% | 0.58 | 0.59 | 50,000 | 50,000 | 50,000 | 50,000 | 31,737 | 32,237 | 100.00% | 100.00% |
12/01/2021 | 1.69% | 0.57 | 0.58 | 50,000 | 50,000 | 50,000 | 50,000 | 29,441 | 29,941 | 100.00% | 100.00% |
11/01/2021 | 1.60% | 0.64 | 0.65 | 50,000 | 50,000 | 50,000 | 50,000 | 31,135 | 31,635 | 100.00% | 100.00% |
08/01/2021 | 1.91% | 0.53 | 0.54 | 50,000 | 50,000 | 50,000 | 50,000 | 26,030 | 26,530 | 100.00% | 100.00% |