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 | - | - |
17/12/2021 | 9.59% | 0.23 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 65,331 | 71,897 | 100.00% | 100.00% |
16/12/2021 | 9.02% | 0.23 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 70,339 | 76,962 | 95.34% | 95.34% |
15/12/2021 | 8.95% | 0.17 | 0.19 | 300,000 | 300,000 | 347,224 | 300,000 | 50,827 | 48,630 | 99.68% | 99.68% |
14/12/2021 | 8.17% | 0.12 | 0.13 | 420,000 | 300,000 | 363,245 | 300,000 | 50,647 | 45,562 | 100.00% | 100.00% |
13/12/2021 | 7.03% | 0.14 | 0.15 | 360,000 | 300,000 | 319,015 | 300,000 | 52,160 | 52,886 | 78.31% | 78.31% |
10/12/2021 | 5.95% | 0.18 | 0.19 | 300,000 | 300,000 | 299,115 | 299,115 | 59,801 | 63,447 | 99.32% | 99.32% |
09/12/2021 | 5.53% | 0.20 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 62,510 | 66,019 | 100.00% | 100.00% |
08/12/2021 | 4.76% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 79,972 | 83,870 | 100.00% | 100.00% |
07/12/2021 | 4.12% | 0.30 | 0.31 | 300,000 | 300,000 | 299,999 | 300,000 | 92,050 | 95,896 | 98.85% | 98.88% |