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 | 9.14% | 0.11 | 0.12 | 460,000 | 50,000 | 469,027 | 50,000 | 49,188 | 5,788 | 99.90% | 99.90% |
26/01/2021 | 8.01% | 0.12 | 0.13 | 420,000 | 50,000 | 418,362 | 50,000 | 50,277 | 6,554 | 100.00% | 100.00% |
25/01/2021 | 8.47% | 0.08 | 0.09 | 500,000 | 50,000 | 437,283 | 50,000 | 49,659 | 6,286 | 100.00% | 100.00% |
22/01/2021 | 7.41% | 0.13 | 0.14 | 390,000 | 50,000 | 389,078 | 50,000 | 50,568 | 7,015 | 100.00% | 100.00% |
21/01/2021 | 7.28% | 0.13 | 0.14 | 390,000 | 50,000 | 382,278 | 50,000 | 50,567 | 7,136 | 100.00% | 100.00% |
20/01/2021 | 7.96% | 0.11 | 0.12 | 460,000 | 50,000 | 419,219 | 50,000 | 50,568 | 6,558 | 100.00% | 100.00% |
19/01/2021 | 7.51% | 0.12 | 0.13 | 420,000 | 50,000 | 394,317 | 50,000 | 50,547 | 6,938 | 100.00% | 100.00% |
18/01/2021 | 6.64% | 0.15 | 0.16 | 340,000 | 50,000 | 348,928 | 50,000 | 50,827 | 7,802 | 100.00% | 100.00% |
15/01/2021 | 7.05% | 0.13 | 0.14 | 390,000 | 50,000 | 369,613 | 50,000 | 50,614 | 7,388 | 100.00% | 100.00% |