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 | 7.86% | 0.10 | 0.11 | 500,000 | 100,000 | 411,486 | 100,000 | 50,379 | 13,660 | 64.61% | 99.89% |
26/01/2021 | 7.92% | 0.13 | 0.14 | 390,000 | 100,000 | 412,715 | 100,000 | 50,124 | 13,393 | 69.36% | 100.00% |
25/01/2021 | 6.83% | 0.07 | 0.10 | 500,000 | 100,000 | 358,933 | 100,000 | 50,727 | 15,536 | 95.33% | 100.00% |
22/01/2021 | 5.41% | 0.17 | 0.18 | 300,000 | 100,000 | 281,204 | 100,000 | 50,573 | 18,997 | 100.00% | 100.00% |
21/01/2021 | 4.28% | 0.22 | 0.23 | 230,000 | 100,000 | 221,022 | 100,000 | 50,548 | 23,898 | 100.00% | 100.00% |
20/01/2021 | 4.72% | 0.21 | 0.22 | 240,000 | 100,000 | 243,552 | 100,000 | 50,374 | 21,749 | 100.00% | 100.00% |
19/01/2021 | 5.70% | 0.16 | 0.17 | 320,000 | 100,000 | 298,392 | 100,000 | 50,842 | 18,128 | 100.00% | 100.00% |
18/01/2021 | 5.56% | 0.19 | 0.20 | 250,000 | 100,000 | 290,647 | 100,000 | 50,832 | 18,578 | 100.00% | 100.00% |
15/01/2021 | 5.68% | 0.15 | 0.16 | 340,000 | 100,000 | 297,013 | 100,000 | 50,822 | 18,230 | 98.47% | 98.47% |