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 | 9.28% | 0.10 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 51,448 | 56,448 | 24.78% | 25.37% |
25/01/2022 | 8.37% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 57,575 | 62,575 | 99.91% | 99.91% |
24/01/2022 | 5.45% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 89,750 | 94,750 | 100.00% | 100.00% |
21/01/2022 | 5.26% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 92,891 | 97,891 | 100.00% | 100.00% |
20/01/2022 | 6.12% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 79,340 | 84,340 | 100.00% | 100.00% |
19/01/2022 | 6.37% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 76,035 | 81,035 | 99.96% | 99.96% |
18/01/2022 | 6.13% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 79,300 | 84,300 | 99.92% | 99.92% |