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 | - | - |
27/01/2022 | - | 0.05 | - | 173,158 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/01/2022 | 5.29% | 0.17 | 0.18 | 169,996 | 100,000 | 169,501 | 100,000 | 31,382 | 19,517 | 99.89% | 100.00% |
25/01/2022 | 6.58% | 0.12 | 0.15 | 170,690 | 100,000 | 170,051 | 100,000 | 25,086 | 15,754 | 18.26% | 100.00% |
24/01/2022 | 6.16% | 0.07 | 0.15 | 170,714 | 100,000 | 168,554 | 100,000 | 27,048 | 17,058 | 54.40% | 91.68% |
21/01/2022 | 3.41% | 0.32 | 0.33 | 165,306 | 100,000 | 159,572 | 100,000 | 47,639 | 31,090 | 46.90% | 46.90% |
20/01/2022 | 2.46% | 0.43 | 0.44 | 120,000 | 100,000 | 129,460 | 100,000 | 51,917 | 41,382 | 76.72% | 76.72% |
19/01/2022 | 2.72% | 0.38 | 0.39 | 140,000 | 100,000 | 136,881 | 100,000 | 50,836 | 39,037 | 70.78% | 70.78% |
18/01/2022 | 2.21% | 0.39 | 0.40 | 130,000 | 100,000 | 117,094 | 100,000 | 52,352 | 45,814 | 100.00% | 100.00% |
17/01/2022 | 1.72% | 0.64 | 0.65 | 100,000 | 100,000 | 100,291 | 100,000 | 60,730 | 61,631 | 100.00% | 100.00% |