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 | - | - |
21/01/2022 | - | 0.05 | - | 20,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 11.96% |
20/01/2022 | 1.38% | 3.96 | 3.99 | 100,000 | 100,000 | 37,383 | 37,383 | 145,073 | 146,671 | 99.18% | 99.18% |
19/01/2022 | 1.48% | 3.58 | 3.61 | 100,000 | 100,000 | 37,395 | 37,395 | 136,183 | 137,774 | 99.25% | 99.25% |
18/01/2022 | 1.39% | 3.66 | 3.69 | 50,000 | 50,000 | 26,162 | 18,215 | 99,924 | 70,055 | 97.35% | 97.35% |
17/01/2022 | - | 4.15 | 4.21 | 20,000 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/01/2022 | 1.38% | 3.64 | 3.67 | 50,000 | 50,000 | 26,662 | 18,883 | 102,074 | 72,890 | 99.43% | 99.43% |
13/01/2022 | 1.96% | 4.37 | 4.42 | 50,000 | 50,000 | 26,661 | 18,882 | 121,917 | 87,272 | 99.45% | 99.45% |
12/01/2022 | 1.85% | 4.48 | 4.53 | 50,000 | 50,000 | 25,543 | 18,894 | 123,175 | 92,078 | 99.31% | 99.31% |
11/01/2022 | 1.86% | 4.69 | 4.74 | 50,000 | 50,000 | 26,651 | 18,884 | 126,893 | 90,359 | 99.42% | 99.42% |