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 | 1.96% | 0.46 | 0.47 | 250,000 | 250,000 | 250,000 | 250,000 | 134,456 | 136,956 | 99.98% | 99.98% |
26/01/2021 | 1.27% | 0.79 | 0.80 | 250,000 | 250,000 | 250,000 | 250,000 | 196,920 | 199,420 | 100.00% | 100.00% |
25/01/2021 | 1.44% | 0.55 | 0.56 | 250,000 | 250,000 | 250,000 | 250,000 | 177,154 | 179,654 | 99.98% | 99.98% |
22/01/2021 | 1.33% | 0.80 | 0.81 | 250,000 | 250,000 | 250,000 | 250,000 | 187,998 | 190,498 | 98.25% | 98.25% |
21/01/2021 | 1.00% | 0.95 | 0.96 | 250,000 | 250,000 | 250,000 | 250,000 | 248,008 | 250,508 | 100.00% | 100.00% |
20/01/2021 | 1.10% | 0.93 | 0.94 | 250,000 | 250,000 | 250,000 | 250,000 | 226,991 | 229,491 | 100.00% | 100.00% |
19/01/2021 | 1.17% | 0.80 | 0.81 | 250,000 | 250,000 | 250,000 | 250,000 | 212,825 | 215,325 | 98.42% | 98.42% |
18/01/2021 | 1.28% | 0.81 | 0.82 | 250,000 | 250,000 | 250,000 | 250,000 | 194,007 | 196,507 | 100.00% | 100.00% |
15/01/2021 | 1.13% | 0.76 | 0.77 | 250,000 | 250,000 | 250,000 | 250,000 | 220,834 | 223,334 | 100.00% | 100.00% |