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 | 0.55% | 14.61 | 14.69 | 110,000 | 110,000 | 110,000 | 110,000 | 1,608,670 | 1,617,470 | 99.73% | 99.73% |
16/12/2021 | 0.40% | 14.82 | 14.90 | 210,000 | 210,000 | 131,459 | 131,459 | 1,956,710 | 1,964,960 | 94.11% | 94.11% |
15/12/2021 | 0.21% | 14.30 | 14.33 | 210,000 | 210,000 | 131,057 | 131,057 | 1,884,640 | 1,888,570 | 98.60% | 98.60% |
14/12/2021 | 0.21% | 14.36 | 14.39 | 210,000 | 210,000 | 130,871 | 130,871 | 1,888,660 | 1,892,590 | 97.93% | 97.93% |
13/12/2021 | 0.20% | 14.43 | 14.46 | 110,000 | 110,000 | 70,230 | 70,230 | 1,034,180 | 1,036,290 | 97.92% | 97.92% |
10/12/2021 | 0.23% | 14.51 | 14.54 | 110,000 | 110,000 | 70,285 | 70,285 | 1,029,250 | 1,031,750 | 98.11% | 98.11% |
09/12/2021 | 0.21% | 14.54 | 14.57 | 110,000 | 110,000 | 70,587 | 70,587 | 1,021,020 | 1,023,140 | 98.70% | 98.70% |
08/12/2021 | 0.21% | 14.45 | 14.48 | 110,000 | 110,000 | 70,299 | 70,299 | 1,023,030 | 1,025,140 | 97.72% | 97.72% |
07/12/2021 | 0.21% | 14.62 | 14.65 | 110,000 | 110,000 | 70,612 | 70,612 | 1,020,490 | 1,022,610 | 98.89% | 98.89% |