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 | 1.20% | 1.58 | 1.60 | 450,000 | 50,000 | 449,997 | 50,000 | 744,914 | 83,769 | 99.98% | 99.98% |
16/12/2021 | 1.06% | 1.86 | 1.88 | 450,000 | 50,000 | 450,000 | 50,000 | 846,485 | 95,054 | 100.00% | 100.00% |
15/12/2021 | 1.03% | 1.91 | 1.93 | 450,000 | 50,000 | 450,000 | 50,000 | 869,658 | 97,629 | 100.00% | 100.00% |
14/12/2021 | 0.91% | 2.05 | 2.07 | 450,000 | 50,000 | 450,000 | 50,000 | 989,598 | 110,955 | 99.89% | 99.89% |
13/12/2021 | 0.92% | 2.08 | 2.10 | 450,000 | 50,000 | 450,000 | 50,000 | 973,692 | 109,188 | 99.92% | 99.92% |
10/12/2021 | 1.02% | 2.00 | 2.02 | 450,000 | 50,000 | 450,000 | 50,000 | 880,761 | 98,862 | 100.00% | 100.00% |
09/12/2021 | 1.02% | 1.92 | 1.94 | 450,000 | 50,000 | 450,000 | 50,000 | 881,094 | 98,899 | 100.00% | 100.00% |
08/12/2021 | 0.89% | 2.22 | 2.24 | 450,000 | 150,000 | 450,000 | 150,000 | 1,007,810 | 338,937 | 100.00% | 100.00% |
07/12/2021 | 0.91% | 2.21 | 2.23 | 450,000 | 150,000 | 450,000 | 150,000 | 979,893 | 329,631 | 100.00% | 100.00% |