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 | 4.45% | 1.73 | 1.81 | 110,000 | 110,000 | 110,000 | 110,000 | 193,592 | 202,392 | 96.87% | 96.87% |
16/12/2021 | 2.95% | 1.91 | 1.99 | 210,000 | 210,000 | 130,161 | 130,161 | 255,025 | 263,119 | 92.07% | 92.07% |
15/12/2021 | 2.06% | 1.36 | 1.39 | 210,000 | 210,000 | 131,300 | 131,300 | 188,139 | 192,078 | 98.20% | 98.20% |
14/12/2021 | 1.94% | 1.44 | 1.47 | 210,000 | 210,000 | 130,174 | 130,174 | 199,981 | 203,886 | 93.13% | 93.13% |
13/12/2021 | 1.62% | 1.51 | 1.54 | 110,000 | 110,000 | 69,497 | 69,497 | 125,871 | 127,956 | 96.18% | 96.18% |
10/12/2021 | 1.87% | 1.64 | 1.67 | 110,000 | 110,000 | 68,879 | 68,879 | 119,653 | 122,039 | 93.52% | 93.52% |
09/12/2021 | 1.88% | 1.61 | 1.64 | 110,000 | 110,000 | 69,884 | 69,884 | 110,413 | 112,510 | 96.60% | 96.60% |
08/12/2021 | 1.75% | 1.62 | 1.65 | 120,000 | 120,000 | 72,411 | 72,411 | 122,473 | 124,646 | 97.26% | 97.26% |
07/12/2021 | 1.84% | 1.73 | 1.76 | 130,000 | 130,000 | 82,765 | 82,765 | 134,835 | 137,318 | 98.99% | 98.99% |