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 | - | 0.10 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/01/2021 | - | 0.31 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.58% |
18/01/2021 | 2.38% | 0.39 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 20,726 | 21,226 | 12.40% | 99.97% |
15/01/2021 | 2.10% | 0.45 | 0.45 | 50,000 | 50,000 | 50,000 | 50,000 | 23,798 | 24,298 | 12.41% | 99.50% |
14/01/2021 | - | 0.05 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/01/2021 | 4.12% | 0.21 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 11,883 | 12,383 | 0.25% | 99.91% |
12/01/2021 | 3.81% | 0.16 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 12,997 | 13,497 | 8.97% | 99.61% |
11/01/2021 | 3.03% | 0.29 | 0.26 | 50,000 | 50,000 | 50,000 | 50,000 | 16,544 | 17,044 | 95.55% | 99.92% |
08/01/2021 | 3.82% | 0.25 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 12,974 | 13,474 | 6.15% | 99.50% |