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 | - | - |
22/01/2021 | 9.15% | 0.25 | 0.26 | 500,000 | 500,000 | 303,205 | 303,205 | 88,380 | 96,283 | 99.32% | 99.32% |
21/01/2021 | 3.41% | 0.23 | 0.24 | 500,000 | 500,000 | 304,526 | 304,520 | 88,469 | 91,549 | 99.30% | 99.30% |
20/01/2021 | 1.44% | 0.51 | 0.52 | 500,000 | 500,000 | 304,149 | 304,207 | 205,866 | 208,952 | 99.82% | 99.82% |
19/01/2021 | 0.95% | 1.13 | 1.14 | 500,000 | 500,000 | 302,464 | 302,464 | 320,610 | 323,634 | 98.72% | 98.72% |
18/01/2021 | 0.79% | 1.23 | 1.24 | 150,000 | 150,000 | 228,956 | 228,956 | 287,495 | 289,784 | 98.92% | 98.92% |
15/01/2021 | 0.89% | 1.25 | 1.26 | 500,000 | 500,000 | 304,541 | 304,542 | 346,504 | 349,550 | 100.00% | 100.00% |
14/01/2021 | 1.03% | 0.88 | 0.89 | 500,000 | 500,000 | 304,629 | 304,627 | 290,371 | 293,415 | 99.85% | 99.85% |
13/01/2021 | 0.92% | 0.98 | 0.99 | 500,000 | 500,000 | 304,563 | 304,563 | 327,005 | 330,051 | 100.00% | 100.00% |
12/01/2021 | 0.96% | 1.06 | 1.07 | 500,000 | 500,000 | 303,148 | 303,149 | 318,217 | 321,249 | 99.26% | 99.26% |