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 | 42.88% | 0.01 | 0.02 | 750,000 | 150,000 | 749,933 | 149,935 | 20,022 | 5,501 | 99.99% | 99.99% |
16/12/2021 | 5.81% | 0.16 | 0.17 | 750,000 | 150,000 | 736,792 | 149,925 | 125,947 | 27,330 | 100.00% | 100.00% |
15/12/2021 | 4.40% | 0.21 | 0.22 | 750,000 | 150,000 | 750,000 | 150,000 | 166,824 | 34,865 | 100.00% | 100.00% |
14/12/2021 | 2.44% | 0.30 | 0.31 | 750,000 | 150,000 | 629,069 | 150,000 | 255,788 | 62,970 | 99.89% | 99.89% |
13/12/2021 | 2.54% | 0.34 | 0.35 | 750,000 | 150,000 | 750,000 | 150,000 | 293,724 | 60,245 | 99.92% | 99.92% |
10/12/2021 | 3.49% | 0.30 | 0.31 | 750,000 | 150,000 | 750,000 | 150,000 | 212,488 | 43,998 | 100.00% | 100.00% |
09/12/2021 | 3.37% | 0.27 | 0.28 | 750,000 | 150,000 | 749,991 | 149,990 | 221,745 | 45,847 | 100.00% | 100.00% |
08/12/2021 | 2.08% | 0.46 | 0.47 | 750,000 | 250,000 | 750,000 | 250,000 | 357,859 | 121,786 | 100.00% | 100.00% |
07/12/2021 | 2.23% | 0.46 | 0.47 | 750,000 | 250,000 | 750,000 | 250,000 | 333,322 | 113,607 | 100.00% | 100.00% |