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 | - | - |
26/01/2022 | 4.01% | 0.91 | 1.01 | 13,000 | 13,000 | 13,000 | 13,000 | 33,564 | 34,864 | 84.83% | 84.83% |
25/01/2022 | 2.34% | 4.10 | 4.20 | 13,000 | 13,000 | 13,000 | 13,000 | 54,958 | 56,258 | 99.57% | 99.57% |
24/01/2022 | 1.99% | 4.81 | 4.91 | 13,000 | 13,000 | 13,000 | 13,000 | 64,713 | 66,013 | 100.00% | 100.00% |
21/01/2022 | 1.73% | 5.39 | 5.49 | 13,000 | 13,000 | 13,000 | 13,000 | 75,136 | 76,436 | 98.61% | 98.61% |
20/01/2022 | 1.54% | 6.48 | 6.58 | 13,000 | 13,000 | 13,000 | 13,000 | 83,978 | 85,278 | 99.98% | 99.98% |
19/01/2022 | 1.17% | 7.02 | 7.12 | 13,000 | 13,000 | 13,000 | 13,000 | 111,162 | 112,462 | 99.68% | 99.68% |
18/01/2022 | 1.07% | 9.04 | 9.14 | 13,000 | 13,000 | 13,000 | 13,000 | 121,112 | 122,412 | 99.58% | 99.58% |
17/01/2022 | 1.06% | 9.37 | 9.47 | 13,000 | 13,000 | 13,000 | 13,000 | 121,667 | 122,967 | 100.00% | 100.00% |
14/01/2022 | 1.04% | 9.43 | 9.53 | 13,000 | 13,000 | 13,000 | 13,000 | 124,306 | 125,606 | 99.87% | 99.87% |