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 | 3.19% | 0.30 | 0.31 | 150,000 | 150,000 | 150,000 | 150,000 | 46,659 | 48,159 | 100.00% | 100.00% |
26/01/2021 | 2.92% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 51,592 | 53,092 | 100.00% | 100.00% |
25/01/2021 | 2.54% | 0.44 | 0.45 | 150,000 | 150,000 | 150,000 | 150,000 | 58,609 | 60,109 | 99.41% | 99.41% |
22/01/2021 | 2.84% | 0.33 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 52,121 | 53,621 | 99.24% | 99.24% |
21/01/2021 | 3.44% | 0.35 | 0.36 | 150,000 | 150,000 | 150,000 | 150,000 | 43,335 | 44,835 | 98.23% | 98.23% |
20/01/2021 | 3.76% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 39,204 | 40,704 | 100.00% | 100.00% |
19/01/2021 | 3.27% | 0.29 | 0.30 | 150,000 | 150,000 | 150,000 | 150,000 | 45,347 | 46,847 | 100.00% | 100.00% |
18/01/2021 | 3.36% | 0.29 | 0.30 | 150,000 | 150,000 | 150,000 | 150,000 | 43,936 | 45,436 | 100.00% | 100.00% |
15/01/2021 | 3.18% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 46,533 | 48,033 | 100.00% | 100.00% |