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 | 6.57% | 0.28 | 0.32 | 300,000 | 300,000 | 300,000 | 300,000 | 88,403 | 94,403 | 20.59% | 100.00% |
16/12/2021 | 5.39% | 0.39 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 108,575 | 114,575 | 85.42% | 85.42% |
15/12/2021 | 6.21% | 0.22 | 0.24 | 300,000 | 300,000 | 316,916 | 300,000 | 54,344 | 55,217 | 100.00% | 100.00% |
14/12/2021 | 6.45% | 0.15 | 0.16 | 340,000 | 300,000 | 305,412 | 300,000 | 69,686 | 73,535 | 58.11% | 58.11% |
13/12/2021 | 5.98% | 0.34 | 0.36 | 300,000 | 300,000 | 300,000 | 300,000 | 97,485 | 103,485 | 98.68% | 98.68% |
10/12/2021 | 4.92% | 0.35 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 93,066 | 97,853 | 100.00% | 100.00% |
09/12/2021 | 3.81% | 0.31 | 0.33 | 300,000 | 300,000 | 300,000 | 300,000 | 83,826 | 87,101 | 100.00% | 100.00% |
08/12/2021 | 3.46% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 89,732 | 92,897 | 91.89% | 91.89% |
07/12/2021 | 4.86% | 0.21 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 60,588 | 63,588 | 98.53% | 98.53% |