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 | - | - |
24/01/2022 | 56.48% | 0.01 | 0.08 | 10,000 | 10,000 | 10,000 | 10,000 | 838 | 1,400 | 56.66% | 70.92% |
21/01/2022 | 15.75% | 0.23 | 0.24 | 25,000 | 25,000 | 13,182 | 13,182 | 3,223 | 3,718 | 98.90% | 98.90% |
20/01/2022 | 13.45% | 0.47 | 0.48 | 25,000 | 25,000 | 12,428 | 12,428 | 4,558 | 5,012 | 99.58% | 99.58% |
19/01/2022 | 12.26% | 0.33 | 0.34 | 25,000 | 25,000 | 11,735 | 11,735 | 4,281 | 4,695 | 99.19% | 99.19% |
18/01/2022 | 9.14% | 0.45 | 0.46 | 25,000 | 25,000 | 10,197 | 10,197 | 4,916 | 5,238 | 97.64% | 97.64% |
17/01/2022 | 9.91% | 0.58 | 0.64 | 5,000 | 5,000 | 5,047 | 5,047 | 2,904 | 3,207 | 96.63% | 96.63% |
14/01/2022 | 8.23% | 0.51 | 0.52 | 25,000 | 25,000 | 9,645 | 9,645 | 5,281 | 5,575 | 99.21% | 99.21% |
13/01/2022 | 6.53% | 0.61 | 0.62 | 25,000 | 25,000 | 9,312 | 9,312 | 6,204 | 6,481 | 99.50% | 99.50% |
12/01/2022 | 5.92% | 0.67 | 0.68 | 25,000 | 25,000 | 9,346 | 9,346 | 7,041 | 7,318 | 98.73% | 98.73% |