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 | 4.14% | 0.49 | 0.51 | 300,000 | 300,000 | 300,000 | 300,000 | 142,061 | 148,061 | 96.90% | 96.90% |
16/12/2021 | 4.66% | 0.47 | 0.49 | 300,000 | 300,000 | 300,000 | 300,000 | 126,042 | 132,042 | 92.51% | 92.51% |
15/12/2021 | 8.29% | 0.24 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 69,541 | 75,541 | 100.00% | 100.00% |
14/12/2021 | 7.96% | 0.23 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 72,425 | 78,425 | 100.00% | 100.00% |
13/12/2021 | 8.42% | 0.23 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 68,272 | 74,272 | 100.00% | 100.00% |
10/12/2021 | 9.00% | 0.22 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 63,799 | 69,799 | 85.68% | 85.68% |
09/12/2021 | 7.96% | 0.23 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 72,387 | 78,387 | 100.00% | 100.00% |
08/12/2021 | 7.35% | 0.25 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 80,063 | 86,168 | 100.00% | 100.00% |
07/12/2021 | 8.51% | 0.24 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 67,554 | 73,554 | 99.39% | 99.39% |