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 | 1.58% | 0.64 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 62,775 | 63,775 | 84.38% | 84.38% |
16/12/2021 | 1.56% | 0.64 | 0.65 | 100,000 | 100,000 | 99,793 | 99,793 | 63,442 | 64,440 | 100.00% | 100.00% |
15/12/2021 | 1.45% | 0.69 | 0.70 | 75,000 | 75,000 | 75,000 | 75,000 | 51,207 | 51,957 | 100.00% | 100.00% |
14/12/2021 | 1.53% | 0.67 | 0.68 | 75,000 | 75,000 | 95,256 | 95,256 | 61,556 | 62,509 | 100.00% | 100.00% |
13/12/2021 | 1.48% | 0.66 | 0.67 | 100,000 | 100,000 | 83,827 | 83,828 | 56,091 | 56,929 | 100.00% | 100.00% |
10/12/2021 | 1.49% | 0.64 | 0.65 | 100,000 | 100,000 | 85,669 | 85,669 | 56,951 | 57,808 | 100.00% | 100.00% |
09/12/2021 | 1.55% | 0.66 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 63,922 | 64,922 | 100.00% | 100.00% |
08/12/2021 | 1.52% | 0.62 | 0.63 | 100,000 | 100,000 | 94,054 | 94,053 | 61,328 | 62,268 | 100.00% | 100.00% |
07/12/2021 | 1.44% | 0.70 | 0.71 | 75,000 | 75,000 | 76,654 | 76,654 | 52,802 | 53,568 | 100.00% | 100.00% |