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 | 1.58% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 346,830 | 351,830 | 97.63% | 97.63% |
26/01/2021 | 0.94% | 1.11 | 1.12 | 500,000 | 500,000 | 500,000 | 500,000 | 535,241 | 540,241 | 97.86% | 97.86% |
25/01/2021 | 1.20% | 0.63 | 0.64 | 500,000 | 500,000 | 500,000 | 500,000 | 436,343 | 441,343 | 98.03% | 98.03% |
22/01/2021 | 1.02% | 1.07 | 1.08 | 500,000 | 500,000 | 500,000 | 500,000 | 488,521 | 493,521 | 98.58% | 98.58% |
21/01/2021 | 0.79% | 1.19 | 1.20 | 500,000 | 500,000 | 500,000 | 500,000 | 632,680 | 637,680 | 99.44% | 99.44% |
20/01/2021 | 0.87% | 1.17 | 1.18 | 500,000 | 500,000 | 500,000 | 500,000 | 572,794 | 577,794 | 100.00% | 100.00% |
19/01/2021 | 0.92% | 0.98 | 0.99 | 500,000 | 500,000 | 500,000 | 500,000 | 541,766 | 546,766 | 99.11% | 99.11% |
18/01/2021 | 1.06% | 1.00 | 1.01 | 500,000 | 500,000 | 500,000 | 500,000 | 469,714 | 474,714 | 99.32% | 99.32% |
15/01/2021 | 0.93% | 0.83 | 0.84 | 500,000 | 500,000 | 500,000 | 500,000 | 544,875 | 549,875 | 100.00% | 100.00% |