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 | 2.44% | 0.55 | 0.57 | 600,000 | 100,000 | 487,432 | 100,000 | 287,318 | 61,606 | 99.31% | 99.98% |
16/12/2021 | 1.93% | 0.76 | 0.77 | 200,000 | 100,000 | 200,000 | 100,000 | 154,148 | 78,574 | 100.00% | 100.00% |
15/12/2021 | 1.72% | 0.80 | 0.81 | 200,000 | 100,000 | 200,000 | 99,930 | 162,181 | 82,441 | 100.00% | 100.00% |
14/12/2021 | 0.98% | 0.90 | 0.91 | 200,000 | 100,000 | 200,000 | 100,000 | 202,978 | 102,489 | 99.88% | 99.88% |
13/12/2021 | 1.01% | 0.93 | 0.94 | 200,000 | 100,000 | 199,994 | 100,000 | 198,090 | 100,048 | 99.93% | 99.93% |
10/12/2021 | 1.19% | 0.86 | 0.87 | 200,000 | 100,000 | 200,000 | 100,000 | 167,000 | 84,500 | 100.00% | 100.00% |
09/12/2021 | 1.19% | 0.81 | 0.82 | 200,000 | 100,000 | 200,000 | 99,946 | 167,448 | 84,683 | 99.90% | 100.00% |
08/12/2021 | 0.95% | 1.03 | 1.04 | 200,000 | 150,000 | 200,000 | 150,000 | 209,594 | 158,696 | 100.00% | 100.00% |
07/12/2021 | 0.99% | 1.03 | 1.04 | 200,000 | 150,000 | 200,000 | 150,000 | 200,565 | 151,924 | 100.00% | 100.00% |