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 | - | - |
19/01/2021 | 9.52% | 0.10 | 0.11 | 150,000 | 150,000 | 150,000 | 150,000 | 15,045 | 16,545 | 100.00% | 100.00% |
18/01/2021 | 8.11% | 0.09 | 0.10 | 150,000 | 150,000 | 150,000 | 150,000 | 17,925 | 19,425 | 99.99% | 99.99% |
15/01/2021 | 7.03% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 21,036 | 22,536 | 100.00% | 100.00% |
14/01/2021 | 7.27% | 0.12 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 20,171 | 21,671 | 99.82% | 99.82% |
13/01/2021 | 5.74% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 25,725 | 27,225 | 100.00% | 100.00% |
12/01/2021 | 5.59% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 26,144 | 27,644 | 100.00% | 100.00% |
11/01/2021 | 4.66% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 31,461 | 32,961 | 100.00% | 100.00% |
08/01/2021 | 5.04% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 29,080 | 30,580 | 100.00% | 100.00% |
07/01/2021 | 4.67% | 0.18 | 0.19 | 150,000 | 150,000 | 150,000 | 150,000 | 31,738 | 33,238 | 99.94% | 99.94% |