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 | 1.09% | 7.26 | 7.34 | 110,000 | 110,000 | 110,000 | 110,000 | 800,375 | 809,175 | 98.99% | 98.99% |
16/12/2021 | 0.79% | 7.45 | 7.53 | 210,000 | 210,000 | 131,502 | 131,502 | 986,451 | 994,699 | 94.12% | 94.12% |
15/12/2021 | 0.43% | 6.89 | 6.92 | 210,000 | 210,000 | 131,127 | 131,127 | 914,559 | 918,492 | 97.88% | 97.88% |
14/12/2021 | 0.42% | 6.96 | 6.99 | 210,000 | 210,000 | 129,583 | 129,583 | 914,282 | 918,169 | 94.40% | 94.40% |
13/12/2021 | 0.41% | 7.04 | 7.07 | 110,000 | 110,000 | 69,458 | 69,458 | 509,291 | 511,375 | 95.33% | 95.33% |
10/12/2021 | 0.46% | 7.13 | 7.16 | 110,000 | 110,000 | 69,349 | 69,349 | 502,626 | 505,076 | 95.45% | 95.45% |
09/12/2021 | 0.42% | 7.13 | 7.16 | 110,000 | 110,000 | 70,064 | 70,064 | 495,371 | 497,473 | 96.37% | 96.37% |
08/12/2021 | 0.42% | 7.07 | 7.10 | 110,000 | 110,000 | 70,089 | 70,089 | 501,906 | 504,009 | 94.26% | 94.26% |
07/12/2021 | 0.43% | 7.20 | 7.23 | 110,000 | 110,000 | 70,449 | 70,449 | 496,847 | 498,960 | 98.34% | 98.34% |