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 | 1.61% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 188,341 | 191,341 | 99.89% | 99.89% |
26/01/2021 | 1.34% | 0.68 | 0.69 | 300,000 | 300,000 | 300,000 | 300,000 | 222,656 | 225,656 | 98.86% | 98.86% |
25/01/2021 | 1.37% | 0.65 | 0.66 | 300,000 | 300,000 | 300,000 | 300,000 | 219,014 | 222,014 | 97.29% | 97.29% |
22/01/2021 | 1.62% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 183,853 | 186,853 | 99.05% | 99.05% |
21/01/2021 | 1.37% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 217,917 | 220,917 | 97.23% | 97.23% |
20/01/2021 | 1.49% | 0.72 | 0.73 | 300,000 | 300,000 | 300,000 | 300,000 | 200,814 | 203,814 | 99.69% | 99.69% |
19/01/2021 | 1.71% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 173,910 | 176,910 | 99.47% | 99.47% |
18/01/2021 | 1.79% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 165,932 | 168,932 | 100.00% | 100.00% |
15/01/2021 | 1.87% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 159,521 | 162,521 | 98.29% | 98.29% |