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 | 0.73% | 10.93 | 11.01 | 110,000 | 110,000 | 110,000 | 110,000 | 1,204,190 | 1,212,990 | 98.82% | 98.82% |
16/12/2021 | 0.53% | 11.13 | 11.21 | 210,000 | 210,000 | 131,291 | 131,291 | 1,469,130 | 1,477,360 | 93.99% | 93.99% |
15/12/2021 | 0.28% | 10.59 | 10.62 | 210,000 | 210,000 | 130,610 | 130,610 | 1,394,400 | 1,398,320 | 97.94% | 97.94% |
14/12/2021 | 0.28% | 10.66 | 10.69 | 210,000 | 210,000 | 130,263 | 130,263 | 1,399,430 | 1,403,340 | 96.62% | 96.62% |
13/12/2021 | 0.27% | 10.74 | 10.77 | 110,000 | 110,000 | 69,928 | 69,928 | 771,290 | 773,388 | 96.82% | 96.82% |
10/12/2021 | 0.30% | 10.82 | 10.85 | 110,000 | 110,000 | 69,994 | 69,994 | 766,174 | 768,635 | 97.38% | 97.38% |
09/12/2021 | 0.28% | 10.83 | 10.86 | 110,000 | 110,000 | 70,502 | 70,502 | 759,168 | 761,283 | 98.37% | 98.37% |
08/12/2021 | 0.28% | 10.76 | 10.79 | 110,000 | 110,000 | 70,421 | 70,421 | 764,381 | 766,494 | 96.43% | 96.43% |
07/12/2021 | 0.28% | 10.91 | 10.94 | 110,000 | 110,000 | 70,632 | 70,632 | 759,282 | 761,400 | 98.81% | 98.81% |