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 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 98.59% | 98.59% |
19/01/2021 | 0.41% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 498,985 | 100,203 | 99.58% | 99.58% |
18/01/2021 | 0.42% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 95,228 | 498,944 | 95,430 | 93.35% | 93.35% |
15/01/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 99.58% | 99.58% |
14/01/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 97.32% | 97.32% |
13/01/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 | 100,400 | 99.58% | 99.58% |
12/01/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 | 100,400 | 99.58% | 99.58% |
11/01/2021 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 | 100,500 | 99.27% | 99.27% |
08/01/2021 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 | 100,500 | 98.33% | 98.33% |