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 | - | - |
29/01/2021 | 0.42% | 2.46 | 2.47 | 30,000 | 25,000 | 28,248 | 25,000 | 68,147 | 61,037 | 99.67% | 99.67% |
28/01/2021 | 0.27% | 2.98 | 2.99 | 25,000 | 25,000 | 25,000 | 25,000 | 94,546 | 94,796 | 99.78% | 99.78% |
27/01/2021 | 0.24% | 4.11 | 4.12 | 25,000 | 25,000 | 25,000 | 25,000 | 103,351 | 103,601 | 99.28% | 99.28% |
26/01/2021 | 0.25% | 3.87 | 3.88 | 25,000 | 25,000 | 25,000 | 25,000 | 98,190 | 98,440 | 99.96% | 99.96% |
25/01/2021 | 0.26% | 4.15 | 4.16 | 25,000 | 25,000 | 25,000 | 25,000 | 95,027 | 95,277 | 100.00% | 100.00% |
22/01/2021 | 0.25% | 3.89 | 3.90 | 25,000 | 25,000 | 25,000 | 25,000 | 100,294 | 100,544 | 98.24% | 98.24% |
21/01/2021 | 0.28% | 3.66 | 3.67 | 25,000 | 25,000 | 25,000 | 25,000 | 89,505 | 89,755 | 99.72% | 99.72% |
20/01/2021 | 0.25% | 3.75 | 3.76 | 25,000 | 25,000 | 25,000 | 25,000 | 98,834 | 99,084 | 100.00% | 100.00% |
19/01/2021 | 0.24% | 4.12 | 4.13 | 25,000 | 25,000 | 25,000 | 25,000 | 103,159 | 103,409 | 98.38% | 98.38% |