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 | 3.32% | 0.24 | 0.25 | 600,000 | 125,000 | 599,977 | 124,977 | 181,482 | 39,054 | 99.98% | 99.98% |
16/12/2021 | 2.11% | 0.46 | 0.47 | 600,000 | 125,000 | 600,000 | 125,000 | 282,813 | 60,169 | 100.00% | 100.00% |
15/12/2021 | 1.93% | 0.50 | 0.51 | 600,000 | 125,000 | 600,000 | 125,000 | 307,373 | 65,286 | 100.00% | 100.00% |
14/12/2021 | 1.40% | 0.60 | 0.61 | 600,000 | 125,000 | 600,000 | 125,000 | 428,007 | 90,418 | 99.89% | 99.89% |
13/12/2021 | 1.44% | 0.63 | 0.64 | 600,000 | 125,000 | 600,000 | 125,000 | 413,765 | 87,451 | 99.93% | 99.93% |
10/12/2021 | 1.85% | 0.56 | 0.57 | 600,000 | 125,000 | 652,536 | 125,000 | 348,355 | 68,220 | 100.00% | 100.00% |
09/12/2021 | 1.84% | 0.51 | 0.52 | 750,000 | 125,000 | 711,837 | 124,993 | 384,005 | 69,040 | 100.00% | 100.00% |
08/12/2021 | 1.33% | 0.73 | 0.74 | 600,000 | 200,000 | 600,000 | 200,000 | 449,895 | 151,965 | 100.00% | 100.00% |
07/12/2021 | 1.41% | 0.73 | 0.74 | 600,000 | 200,000 | 601,481 | 200,494 | 425,766 | 143,927 | 100.00% | 100.00% |