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 | 3.27% | 0.29 | 0.30 | 200,000 | 200,000 | 175,844 | 175,844 | 52,973 | 54,732 | 84.38% | 84.38% |
16/12/2021 | 3.31% | 0.29 | 0.30 | 175,000 | 175,000 | 180,100 | 180,100 | 53,578 | 55,379 | 100.00% | 100.00% |
15/12/2021 | 3.87% | 0.25 | 0.26 | 225,000 | 225,000 | 203,065 | 203,065 | 51,424 | 53,455 | 100.00% | 100.00% |
14/12/2021 | 3.48% | 0.26 | 0.27 | 200,000 | 200,000 | 187,239 | 187,239 | 52,895 | 54,767 | 100.00% | 100.00% |
13/12/2021 | 3.74% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 52,547 | 54,547 | 100.00% | 100.00% |
10/12/2021 | 3.63% | 0.30 | 0.31 | 200,000 | 200,000 | 198,961 | 198,961 | 53,852 | 55,841 | 100.00% | 100.00% |
09/12/2021 | 3.32% | 0.28 | 0.29 | 200,000 | 200,000 | 178,603 | 178,603 | 52,871 | 54,657 | 100.00% | 100.00% |
08/12/2021 | 3.50% | 0.32 | 0.33 | 175,000 | 175,000 | 190,641 | 190,642 | 53,535 | 55,442 | 100.00% | 100.00% |
07/12/2021 | 3.93% | 0.24 | 0.25 | 225,000 | 225,000 | 208,464 | 208,464 | 51,969 | 54,053 | 100.00% | 100.00% |