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 | 4.53% | 0.25 | 0.26 | 210,000 | 200,000 | 236,846 | 200,000 | 51,139 | 45,759 | 83.83% | 99.85% |
26/01/2021 | 3.37% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 58,476 | 60,476 | 100.00% | 100.00% |
25/01/2021 | 3.60% | 0.23 | 0.24 | 220,000 | 200,000 | 202,854 | 200,000 | 55,626 | 56,950 | 100.00% | 100.00% |
22/01/2021 | 4.06% | 0.26 | 0.27 | 200,000 | 200,000 | 212,540 | 200,000 | 51,362 | 50,435 | 98.17% | 98.17% |