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 | - | - |
25/01/2021 | 10.84% | 0.06 | 0.33 | 500,000 | 500,000 | 499,994 | 499,977 | 217,229 | 228,981 | 97.09% | 97.09% |
22/01/2021 | 1.86% | 0.63 | 0.64 | 500,000 | 500,000 | 499,993 | 499,998 | 271,295 | 276,298 | 98.58% | 98.58% |
21/01/2021 | 1.20% | 0.76 | 0.77 | 500,000 | 500,000 | 500,000 | 499,992 | 417,196 | 422,190 | 99.44% | 99.44% |
20/01/2021 | 1.40% | 0.73 | 0.74 | 500,000 | 500,000 | 499,984 | 499,998 | 356,528 | 361,538 | 100.00% | 100.00% |
19/01/2021 | 1.53% | 0.55 | 0.56 | 500,000 | 500,000 | 500,000 | 499,999 | 326,662 | 331,661 | 99.11% | 99.11% |
18/01/2021 | 1.97% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 499,994 | 253,422 | 258,419 | 99.32% | 99.32% |
15/01/2021 | 1.61% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 327,940 | 332,940 | 100.00% | 100.00% |
14/01/2021 | 1.10% | 0.92 | 0.93 | 500,000 | 500,000 | 500,000 | 500,000 | 452,985 | 457,985 | 100.00% | 100.00% |
13/01/2021 | 1.24% | 0.87 | 0.88 | 500,000 | 500,000 | 500,000 | 500,000 | 401,893 | 406,893 | 100.00% | 100.00% |