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 | 4.20% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 35,001 | 36,501 | 100.00% | 100.00% |
20/01/2022 | 3.71% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 39,727 | 41,227 | 100.00% | 100.00% |
19/01/2022 | 3.55% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 41,608 | 43,108 | 100.00% | 100.00% |
18/01/2022 | 3.28% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 45,070 | 46,570 | 100.00% | 100.00% |
17/01/2022 | 3.05% | 0.34 | 0.35 | 150,000 | 150,000 | 150,000 | 150,000 | 48,489 | 49,989 | 100.00% | 100.00% |
14/01/2022 | 3.01% | 0.33 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 49,037 | 50,537 | 99.91% | 99.91% |
13/01/2022 | 3.16% | 0.34 | 0.35 | 150,000 | 150,000 | 150,000 | 150,000 | 46,862 | 48,362 | 100.00% | 100.00% |
12/01/2022 | 3.05% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 48,434 | 49,934 | 100.00% | 100.00% |
11/01/2022 | 2.71% | 0.37 | 0.38 | 150,000 | 150,000 | 150,000 | 150,000 | 54,681 | 56,181 | 100.00% | 100.00% |