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 | 5.65% | 0.35 | 1.00 | 50,000 | 25,000 | 74,185 | 73,371 | 30,390 | 31,359 | 95.91% | 99.09% |
26/01/2021 | 2.93% | 0.63 | 1.00 | 50,000 | 25,000 | 74,218 | 73,436 | 45,732 | 46,233 | 99.89% | 99.89% |
25/01/2021 | 5.15% | 0.36 | 1.00 | 50,000 | 25,000 | 74,219 | 73,436 | 36,435 | 37,420 | 100.00% | 100.00% |
22/01/2021 | 3.30% | 0.60 | 1.00 | 50,000 | 25,000 | 74,219 | 73,437 | 40,652 | 41,214 | 99.99% | 99.99% |
21/01/2021 | 2.66% | 0.66 | 1.00 | 50,000 | 25,000 | 74,219 | 73,438 | 51,740 | 52,216 | 100.00% | 100.00% |
20/01/2021 | 2.80% | 0.66 | 1.00 | 50,000 | 25,000 | 74,219 | 73,438 | 47,946 | 48,432 | 100.00% | 100.00% |
19/01/2021 | 3.27% | 0.56 | 1.00 | 50,000 | 25,000 | 74,215 | 73,431 | 45,301 | 45,910 | 99.56% | 99.56% |
18/01/2021 | 3.54% | 0.58 | 1.00 | 50,000 | 25,000 | 74,159 | 73,323 | 40,611 | 41,203 | 93.17% | 93.17% |
15/01/2021 | 3.81% | 0.48 | 1.00 | 50,000 | 25,000 | 74,219 | 73,436 | 45,349 | 46,114 | 100.00% | 100.00% |