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 | 2.40% | 0.36 | 0.37 | 300,000 | 300,000 | 134,731 | 134,731 | 53,017 | 54,365 | 98.07% | 98.07% |
20/01/2022 | 1.47% | 0.68 | 0.69 | 300,000 | 300,000 | 134,070 | 134,070 | 91,197 | 92,538 | 98.51% | 98.51% |
19/01/2022 | 1.35% | 0.67 | 0.68 | 300,000 | 300,000 | 133,397 | 133,397 | 97,072 | 98,406 | 96.93% | 96.93% |
18/01/2022 | 1.32% | 0.71 | 0.72 | 300,000 | 300,000 | 133,477 | 133,477 | 99,922 | 101,257 | 96.40% | 96.40% |
17/01/2022 | 1.15% | 0.86 | 0.87 | 90,000 | 90,000 | 90,000 | 90,000 | 77,782 | 78,682 | 99.21% | 99.21% |
14/01/2022 | 1.21% | 0.79 | 0.80 | 300,000 | 300,000 | 132,496 | 132,496 | 108,565 | 109,890 | 97.06% | 97.06% |
13/01/2022 | 1.02% | 0.92 | 0.93 | 300,000 | 300,000 | 131,960 | 131,960 | 127,752 | 129,072 | 97.58% | 97.58% |
12/01/2022 | 0.99% | 0.96 | 0.97 | 300,000 | 300,000 | 132,319 | 132,319 | 132,844 | 134,167 | 97.45% | 97.45% |
11/01/2022 | 1.13% | 0.95 | 0.96 | 300,000 | 300,000 | 132,504 | 132,504 | 117,244 | 118,569 | 97.27% | 97.27% |