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 | - | 0.02 | - | 60,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 10.22% |
20/01/2022 | 1.67% | 1.12 | 1.13 | 300,000 | 300,000 | 112,151 | 112,151 | 122,582 | 124,317 | 99.18% | 99.18% |
19/01/2022 | 1.75% | 1.01 | 1.02 | 300,000 | 300,000 | 112,171 | 112,171 | 115,132 | 116,723 | 99.24% | 99.24% |
18/01/2022 | 1.66% | 1.03 | 1.04 | 200,000 | 200,000 | 72,848 | 72,848 | 78,080 | 79,134 | 97.36% | 97.36% |
17/01/2022 | - | 1.17 | 1.19 | 40,000 | 40,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/01/2022 | 1.66% | 1.03 | 1.04 | 300,000 | 300,000 | 113,286 | 113,286 | 121,873 | 123,493 | 99.46% | 99.46% |
13/01/2022 | 1.35% | 1.23 | 1.24 | 200,000 | 200,000 | 75,522 | 75,522 | 97,202 | 98,268 | 99.47% | 99.47% |
12/01/2022 | 1.28% | 1.27 | 1.28 | 200,000 | 200,000 | 75,579 | 75,579 | 102,619 | 103,686 | 99.31% | 99.31% |
11/01/2022 | 1.29% | 1.32 | 1.33 | 200,000 | 200,000 | 75,543 | 75,543 | 100,684 | 101,751 | 99.41% | 99.41% |