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 | 0.75% | 1.32 | 1.33 | 40,000 | 25,000 | 42,071 | 25,000 | 56,091 | 33,874 | 99.32% | 99.32% |
26/01/2021 | 0.88% | 1.08 | 1.09 | 50,000 | 25,000 | 49,983 | 25,000 | 56,916 | 28,731 | 99.98% | 99.98% |
25/01/2021 | 0.99% | 1.36 | 1.37 | 40,000 | 25,000 | 54,460 | 25,000 | 54,873 | 25,660 | 100.00% | 100.00% |
22/01/2021 | 0.81% | 1.11 | 1.12 | 50,000 | 25,000 | 45,152 | 25,000 | 55,170 | 31,053 | 98.24% | 98.24% |
21/01/2021 | 1.26% | 0.88 | 0.89 | 60,000 | 25,000 | 67,545 | 25,000 | 53,522 | 20,144 | 99.75% | 99.75% |
20/01/2021 | 0.87% | 0.95 | 0.96 | 60,000 | 25,000 | 48,631 | 25,000 | 55,680 | 29,236 | 100.00% | 100.00% |
19/01/2021 | 0.75% | 1.34 | 1.35 | 40,000 | 25,000 | 41,786 | 25,000 | 55,687 | 33,689 | 98.39% | 98.39% |
18/01/2021 | 1.08% | 1.55 | 1.56 | 40,000 | 20,000 | 38,561 | 11,603 | 62,754 | 19,036 | 97.19% | 97.22% |