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 | 4.19% | 0.43 | 0.45 | 25,000 | 25,000 | 25,000 | 25,000 | 11,741 | 12,241 | 99.89% | 99.89% |
26/01/2021 | 3.51% | 0.54 | 0.56 | 25,000 | 25,000 | 25,000 | 25,000 | 14,012 | 14,512 | 100.00% | 100.00% |
25/01/2021 | 1.61% | 0.48 | 0.49 | 110,000 | 50,000 | 86,367 | 50,000 | 53,341 | 31,762 | 76.74% | 76.74% |
22/01/2021 | 1.54% | 0.65 | 0.66 | 80,000 | 50,000 | 81,879 | 50,000 | 52,673 | 32,710 | 100.00% | 100.00% |
21/01/2021 | 1.39% | 0.69 | 0.70 | 80,000 | 50,000 | 75,235 | 50,000 | 53,572 | 36,159 | 100.00% | 100.00% |
20/01/2021 | 1.40% | 0.68 | 0.69 | 80,000 | 50,000 | 76,514 | 50,000 | 54,347 | 36,064 | 100.00% | 100.00% |
19/01/2021 | 1.42% | 0.71 | 0.72 | 80,000 | 50,000 | 78,577 | 50,000 | 55,021 | 35,544 | 100.00% | 100.00% |
18/01/2021 | 1.33% | 0.74 | 0.75 | 70,000 | 50,000 | 70,000 | 50,000 | 52,244 | 37,817 | 95.65% | 95.65% |
15/01/2021 | 1.21% | 0.78 | 0.79 | 70,000 | 50,000 | 66,971 | 50,000 | 55,193 | 41,768 | 100.00% | 100.00% |