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 | 1.46% | 5.42 | 5.50 | 110,000 | 110,000 | 110,000 | 110,000 | 598,365 | 607,165 | 99.59% | 99.59% |
16/12/2021 | 1.04% | 5.60 | 5.68 | 210,000 | 210,000 | 131,543 | 131,543 | 744,037 | 752,294 | 94.38% | 94.38% |
15/12/2021 | 0.58% | 5.05 | 5.08 | 210,000 | 210,000 | 131,171 | 131,171 | 672,314 | 676,250 | 98.34% | 98.34% |
14/12/2021 | 0.57% | 5.11 | 5.14 | 210,000 | 210,000 | 130,090 | 130,090 | 678,253 | 682,156 | 95.65% | 95.65% |
13/12/2021 | 0.54% | 5.20 | 5.23 | 110,000 | 110,000 | 69,679 | 69,679 | 382,411 | 384,501 | 96.12% | 96.12% |
10/12/2021 | 0.61% | 5.30 | 5.33 | 110,000 | 110,000 | 69,556 | 69,556 | 375,966 | 378,379 | 96.03% | 96.03% |
09/12/2021 | 0.57% | 5.28 | 5.31 | 110,000 | 110,000 | 70,540 | 70,540 | 368,950 | 371,066 | 97.96% | 97.96% |
08/12/2021 | 0.56% | 5.23 | 5.26 | 110,000 | 110,000 | 69,884 | 69,884 | 371,866 | 373,963 | 94.35% | 94.35% |
07/12/2021 | 0.58% | 5.36 | 5.39 | 110,000 | 110,000 | 70,386 | 70,386 | 366,819 | 368,930 | 98.27% | 98.27% |