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 | - | - |
21/01/2022 | 7.49% | 0.03 | 0.04 | 300,000 | 300,000 | 49,812 | 49,812 | 9,309 | 10,005 | 81.22% | 81.22% |
20/01/2022 | 0.83% | 1.23 | 1.24 | 300,000 | 300,000 | 119,643 | 119,643 | 144,762 | 145,959 | 98.88% | 98.88% |
19/01/2022 | 0.87% | 1.13 | 1.14 | 300,000 | 300,000 | 119,495 | 119,495 | 137,245 | 138,440 | 98.69% | 98.69% |
18/01/2022 | 0.83% | 1.15 | 1.16 | 300,000 | 300,000 | 119,402 | 119,402 | 141,803 | 142,997 | 99.30% | 99.30% |
17/01/2022 | 0.78% | 1.28 | 1.29 | 60,000 | 60,000 | 60,000 | 60,000 | 76,467 | 77,067 | 98.58% | 98.58% |
14/01/2022 | 0.84% | 1.14 | 1.15 | 300,000 | 300,000 | 119,378 | 119,378 | 141,022 | 142,216 | 99.32% | 99.32% |
13/01/2022 | 0.74% | 1.30 | 1.31 | 300,000 | 300,000 | 119,231 | 119,231 | 159,948 | 161,140 | 99.59% | 99.59% |
12/01/2022 | 0.71% | 1.33 | 1.34 | 300,000 | 300,000 | 119,232 | 119,232 | 166,754 | 167,946 | 99.59% | 99.59% |
11/01/2022 | 0.71% | 1.38 | 1.39 | 300,000 | 300,000 | 119,359 | 119,359 | 165,189 | 166,382 | 99.35% | 99.35% |