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 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/12/2021 | 120.00% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 4,000 | 0.15% | 99.40% |
15/12/2021 | 116.64% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,063 | 4,000 | 93.53% | 99.85% |
14/12/2021 | 119.06% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,018 | 4,000 | 99.93% | 99.93% |
13/12/2021 | 56.26% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 2,625 | 4,625 | 100.00% | 100.00% |
10/12/2021 | 65.78% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 2,053 | 4,053 | 100.00% | 100.00% |
09/12/2021 | 40.44% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 3,968 | 5,968 | 99.88% | 99.88% |
08/12/2021 | 32.48% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 5,288 | 7,288 | 100.00% | 100.00% |
07/12/2021 | 53.49% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,821 | 4,821 | 100.00% | 100.00% |