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 | 1.99% | 0.98 | 1.00 | 600,000 | 100,000 | 600,000 | 100,000 | 597,626 | 101,604 | 99.90% | 99.90% |
16/12/2021 | 1.90% | 1.00 | 1.02 | 600,000 | 100,000 | 600,000 | 100,000 | 624,976 | 106,163 | 99.84% | 99.84% |
15/12/2021 | 2.02% | 0.97 | 0.99 | 600,000 | 100,000 | 600,000 | 108,935 | 589,016 | 109,037 | 100.00% | 100.00% |
14/12/2021 | 2.02% | 0.94 | 0.96 | 600,000 | 150,000 | 600,000 | 150,000 | 588,568 | 150,142 | 99.98% | 99.98% |
13/12/2021 | 1.82% | 0.96 | 0.98 | 600,000 | 150,000 | 600,000 | 150,000 | 654,006 | 166,501 | 100.00% | 100.00% |
10/12/2021 | 1.87% | 1.07 | 1.09 | 600,000 | 150,000 | 600,000 | 150,000 | 635,271 | 161,818 | 99.91% | 99.91% |
09/12/2021 | 1.79% | 1.09 | 1.11 | 600,000 | 150,000 | 600,000 | 150,000 | 664,574 | 169,143 | 100.00% | 100.00% |
08/12/2021 | 1.69% | 1.15 | 1.17 | 600,000 | 150,000 | 600,000 | 150,000 | 706,680 | 179,670 | 100.00% | 100.00% |
07/12/2021 | 1.55% | 1.34 | 1.36 | 600,000 | 150,000 | 600,000 | 150,000 | 769,699 | 195,425 | 99.88% | 99.88% |