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 | 0.89% | 1.11 | 1.12 | 50,000 | 25,000 | 49,368 | 25,000 | 55,706 | 28,665 | 99.32% | 99.32% |
26/01/2021 | 1.07% | 0.88 | 0.89 | 60,000 | 25,000 | 59,902 | 25,000 | 55,539 | 23,517 | 99.98% | 99.98% |
25/01/2021 | 1.25% | 1.16 | 1.17 | 50,000 | 25,000 | 68,024 | 25,000 | 54,295 | 20,455 | 100.00% | 100.00% |