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 | 0.87% | 9.09 | 9.17 | 110,000 | 110,000 | 110,000 | 110,000 | 1,002,200 | 1,011,000 | 98.25% | 98.25% |
16/12/2021 | 0.63% | 9.29 | 9.37 | 210,000 | 210,000 | 131,296 | 131,296 | 1,226,950 | 1,235,180 | 93.95% | 93.95% |
15/12/2021 | 0.34% | 8.74 | 8.77 | 210,000 | 210,000 | 130,565 | 130,565 | 1,152,460 | 1,156,370 | 97.90% | 97.90% |
14/12/2021 | 0.34% | 8.81 | 8.84 | 210,000 | 210,000 | 130,440 | 130,440 | 1,161,200 | 1,165,110 | 96.92% | 96.92% |
13/12/2021 | 0.33% | 8.89 | 8.92 | 110,000 | 110,000 | 70,163 | 70,163 | 644,247 | 646,352 | 97.75% | 97.75% |
10/12/2021 | 0.36% | 8.98 | 9.01 | 110,000 | 110,000 | 70,069 | 70,069 | 637,610 | 640,063 | 97.56% | 97.56% |
09/12/2021 | 0.34% | 8.98 | 9.01 | 110,000 | 110,000 | 70,544 | 70,544 | 629,403 | 631,520 | 98.33% | 98.33% |
08/12/2021 | 0.33% | 8.91 | 8.94 | 110,000 | 110,000 | 69,890 | 69,890 | 629,409 | 631,506 | 93.90% | 93.90% |
07/12/2021 | 0.34% | 9.05 | 9.08 | 110,000 | 110,000 | 70,398 | 70,398 | 626,436 | 628,548 | 98.38% | 98.38% |