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 | - | - |
02/02/2021 | 2.09% | 0.37 | 0.38 | 500,000 | 500,000 | 499,969 | 499,845 | 239,288 | 244,229 | 99.53% | 99.53% |
01/02/2021 | 1.13% | 0.92 | 0.93 | 500,000 | 500,000 | 499,943 | 499,925 | 442,315 | 447,298 | 100.00% | 100.00% |
29/01/2021 | 1.06% | 1.08 | 1.09 | 500,000 | 500,000 | 499,989 | 499,967 | 525,338 | 530,907 | 98.48% | 98.48% |
28/01/2021 | 0.97% | 0.71 | 0.72 | 500,000 | 500,000 | 499,985 | 499,970 | 534,345 | 539,335 | 99.52% | 99.52% |
27/01/2021 | 1.47% | 0.85 | 0.86 | 500,000 | 500,000 | 499,996 | 499,994 | 373,183 | 378,181 | 99.32% | 99.32% |