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 | 4.96% | 0.16 | 0.18 | 320,000 | 300,000 | 300,005 | 300,000 | 59,425 | 62,425 | 81.88% | 97.14% |
26/01/2021 | 5.68% | 0.14 | 0.18 | 360,000 | 300,000 | 294,441 | 294,435 | 52,602 | 55,601 | 39.29% | 95.43% |
25/01/2021 | 3.10% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 95,560 | 98,560 | 100.00% | 100.00% |
22/01/2021 | 3.61% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 81,808 | 84,808 | 100.00% | 100.00% |
21/01/2021 | 3.32% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 89,147 | 92,147 | 100.00% | 100.00% |
20/01/2021 | 3.26% | 0.31 | 0.32 | 300,000 | 300,000 | 300,000 | 300,000 | 90,637 | 93,637 | 100.00% | 100.00% |
19/01/2021 | 3.76% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 78,344 | 81,344 | 100.00% | 100.00% |
18/01/2021 | 4.68% | 0.22 | 0.23 | 300,000 | 300,000 | 300,000 | 300,000 | 62,812 | 65,813 | 95.65% | 95.65% |
15/01/2021 | 4.37% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 67,772 | 70,772 | 99.24% | 99.24% |