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 | 72.96% | 0.05 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 14,455 | 30,456 | 100.00% | 100.00% |
16/12/2021 | 20.27% | 0.20 | 0.28 | 400,000 | 400,000 | 244,374 | 244,374 | 63,018 | 78,487 | 95.29% | 95.29% |
15/12/2021 | 27.93% | 0.08 | 0.11 | 400,000 | 400,000 | 242,889 | 242,889 | 22,054 | 29,341 | 99.20% | 99.20% |
14/12/2021 | 18.54% | 0.12 | 0.15 | 400,000 | 400,000 | 242,760 | 242,760 | 36,290 | 43,572 | 99.12% | 99.12% |
13/12/2021 | 10.89% | 0.16 | 0.19 | 200,000 | 200,000 | 121,549 | 121,549 | 31,207 | 34,854 | 99.34% | 99.34% |
10/12/2021 | 12.19% | 0.19 | 0.22 | 200,000 | 200,000 | 121,269 | 121,269 | 30,628 | 35,003 | 98.98% | 98.98% |
09/12/2021 | 13.82% | 0.21 | 0.24 | 200,000 | 200,000 | 121,324 | 121,324 | 24,587 | 28,227 | 98.90% | 98.90% |
08/12/2021 | 10.10% | 0.24 | 0.27 | 200,000 | 200,000 | 121,317 | 121,317 | 33,952 | 37,592 | 99.02% | 99.02% |
07/12/2021 | 9.67% | 0.31 | 0.34 | 200,000 | 200,000 | 121,414 | 121,414 | 36,021 | 39,663 | 99.16% | 99.16% |