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 | 0.62% | 12.77 | 12.85 | 110,000 | 110,000 | 110,000 | 110,000 | 1,406,090 | 1,414,890 | 97.64% | 97.64% |
16/12/2021 | 0.45% | 12.97 | 13.05 | 210,000 | 210,000 | 131,429 | 131,429 | 1,713,100 | 1,721,340 | 93.93% | 93.93% |
15/12/2021 | 0.24% | 12.44 | 12.47 | 210,000 | 210,000 | 130,519 | 130,519 | 1,634,840 | 1,638,750 | 97.68% | 97.68% |
14/12/2021 | 0.24% | 12.51 | 12.54 | 210,000 | 210,000 | 130,439 | 130,439 | 1,641,520 | 1,645,440 | 96.39% | 96.39% |
13/12/2021 | 0.23% | 12.58 | 12.61 | 110,000 | 110,000 | 70,075 | 70,075 | 902,196 | 904,298 | 97.50% | 97.50% |
10/12/2021 | 0.26% | 12.66 | 12.69 | 110,000 | 110,000 | 70,011 | 70,011 | 895,566 | 898,024 | 97.26% | 97.26% |
09/12/2021 | 0.24% | 12.68 | 12.71 | 110,000 | 110,000 | 70,464 | 70,464 | 888,772 | 890,886 | 98.14% | 98.14% |
08/12/2021 | 0.24% | 12.60 | 12.63 | 110,000 | 110,000 | 70,056 | 70,056 | 889,772 | 891,874 | 95.47% | 95.47% |
07/12/2021 | 0.24% | 12.76 | 12.79 | 110,000 | 110,000 | 70,482 | 70,482 | 887,880 | 889,995 | 98.57% | 98.57% |