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 | - | - |
27/01/2021 | 19.56% | 0.97 | 1.19 | 13,000 | 13,000 | 13,000 | 13,000 | 13,381 | 16,241 | 100.00% | 100.00% |
26/01/2021 | 16.39% | 1.19 | 1.41 | 13,000 | 13,000 | 13,000 | 13,000 | 16,108 | 18,968 | 100.00% | 100.00% |
25/01/2021 | 12.09% | 1.49 | 1.71 | 13,000 | 13,000 | 13,000 | 13,000 | 22,472 | 25,332 | 98.17% | 98.17% |
22/01/2021 | 11.41% | 1.82 | 2.04 | 13,000 | 13,000 | 13,000 | 13,000 | 23,671 | 26,531 | 99.51% | 99.51% |
21/01/2021 | 9.24% | 2.08 | 2.30 | 13,000 | 13,000 | 13,000 | 13,000 | 29,579 | 32,439 | 98.97% | 98.97% |
20/01/2021 | 10.08% | 2.36 | 2.58 | 13,000 | 13,000 | 13,000 | 13,000 | 27,017 | 29,877 | 99.94% | 99.94% |
19/01/2021 | 9.93% | 1.93 | 2.15 | 13,000 | 13,000 | 13,000 | 13,000 | 27,412 | 30,272 | 100.00% | 100.00% |
18/01/2021 | 9.66% | 2.05 | 2.27 | 13,000 | 13,000 | 13,000 | 13,000 | 28,247 | 31,107 | 99.95% | 99.95% |
15/01/2021 | 8.63% | 2.27 | 2.49 | 13,000 | 13,000 | 13,000 | 13,000 | 31,909 | 34,769 | 99.94% | 99.94% |