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 | - | - |
28/01/2022 | 13.11% | 0.04 | 0.15 | 25,000 | 25,000 | 25,000 | 25,000 | 3,581 | 4,081 | 1.55% | 8.65% |
27/01/2022 | 11.00% | 0.14 | 0.16 | 25,000 | 25,000 | 25,000 | 25,000 | 4,361 | 4,861 | 95.05% | 98.94% |
26/01/2022 | 7.41% | 0.21 | 0.23 | 25,000 | 25,000 | 25,000 | 25,000 | 6,925 | 7,448 | 99.62% | 99.62% |
25/01/2022 | 9.00% | 0.08 | 0.15 | 25,000 | 25,000 | 25,000 | 25,000 | 5,573 | 6,081 | 85.12% | 100.00% |
24/01/2022 | 3.59% | 0.28 | 0.29 | 180,000 | 50,000 | 173,835 | 50,000 | 51,268 | 15,653 | 97.02% | 97.02% |
21/01/2022 | 2.67% | 0.36 | 0.37 | 140,000 | 50,000 | 139,969 | 50,000 | 51,721 | 19,041 | 100.00% | 100.00% |
20/01/2022 | 2.12% | 0.50 | 0.51 | 100,000 | 50,000 | 111,845 | 50,000 | 52,128 | 23,871 | 100.00% | 100.00% |
19/01/2022 | 2.08% | 0.43 | 0.44 | 120,000 | 50,000 | 100,333 | 50,000 | 52,155 | 26,654 | 100.00% | 100.00% |
18/01/2022 | 4.84% | 0.28 | 0.30 | 180,000 | 50,000 | 213,925 | 50,000 | 46,360 | 11,746 | 87.84% | 87.84% |