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 | 4.99% | 0.21 | 0.22 | 250,000 | 250,000 | 264,548 | 264,548 | 51,686 | 54,332 | 84.38% | 84.38% |
16/12/2021 | 4.21% | 0.22 | 0.23 | 225,000 | 225,000 | 224,543 | 224,543 | 52,222 | 54,467 | 100.00% | 100.00% |
15/12/2021 | 3.88% | 0.26 | 0.27 | 200,000 | 200,000 | 202,576 | 202,576 | 51,172 | 53,198 | 100.00% | 100.00% |
14/12/2021 | 4.66% | 0.24 | 0.25 | 225,000 | 225,000 | 246,312 | 246,312 | 51,759 | 54,223 | 100.00% | 100.00% |
13/12/2021 | 4.08% | 0.23 | 0.24 | 250,000 | 250,000 | 218,178 | 218,177 | 52,356 | 54,538 | 100.00% | 100.00% |
10/12/2021 | 4.05% | 0.21 | 0.22 | 225,000 | 225,000 | 212,966 | 212,965 | 51,491 | 53,621 | 100.00% | 100.00% |
09/12/2021 | 4.19% | 0.26 | 0.27 | 200,000 | 200,000 | 227,764 | 227,764 | 53,147 | 55,425 | 100.00% | 100.00% |
08/12/2021 | 4.07% | 0.23 | 0.24 | 225,000 | 225,000 | 216,139 | 216,139 | 51,972 | 54,133 | 100.00% | 100.00% |
07/12/2021 | 3.84% | 0.27 | 0.28 | 200,000 | 200,000 | 204,704 | 204,704 | 52,283 | 54,330 | 100.00% | 100.00% |