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 | 0.62% | 1.60 | 1.61 | 100,000 | 100,000 | 100,000 | 100,000 | 160,453 | 161,453 | 79.74% | 79.74% |
16/12/2021 | 0.55% | 1.71 | 1.72 | 100,000 | 100,000 | 103,922 | 103,922 | 187,024 | 188,064 | 100.00% | 100.00% |
15/12/2021 | 0.63% | 1.57 | 1.58 | 125,000 | 125,000 | 125,000 | 125,000 | 197,189 | 198,439 | 100.00% | 100.00% |
14/12/2021 | 0.60% | 1.54 | 1.55 | 125,000 | 125,000 | 125,000 | 125,000 | 209,270 | 210,520 | 100.00% | 100.00% |
13/12/2021 | 0.55% | 1.69 | 1.70 | 125,000 | 125,000 | 125,000 | 125,000 | 227,782 | 229,032 | 100.00% | 100.00% |
10/12/2021 | 0.58% | 1.69 | 1.70 | 125,000 | 125,000 | 125,000 | 125,000 | 214,100 | 215,350 | 100.00% | 100.00% |
09/12/2021 | 0.57% | 1.73 | 1.74 | 125,000 | 125,000 | 125,000 | 125,000 | 218,450 | 219,700 | 100.00% | 100.00% |
08/12/2021 | 0.54% | 1.80 | 1.81 | 125,000 | 125,000 | 125,000 | 125,000 | 228,836 | 230,086 | 100.00% | 100.00% |
07/12/2021 | 0.56% | 1.89 | 1.90 | 125,000 | 125,000 | 125,000 | 125,000 | 223,732 | 224,982 | 100.00% | 100.00% |