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 | 4.29% | 0.43 | 0.45 | 200,000 | 200,000 | 200,000 | 200,000 | 91,380 | 95,380 | 99.22% | 99.22% |
16/12/2021 | 4.10% | 0.52 | 0.54 | 200,000 | 200,000 | 200,000 | 200,000 | 95,748 | 99,748 | 51.77% | 51.77% |
15/12/2021 | 6.38% | 0.31 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 60,745 | 64,745 | 91.17% | 91.17% |
14/12/2021 | 4.92% | 0.28 | 0.31 | 200,000 | 200,000 | 200,000 | 200,000 | 80,156 | 84,156 | 94.09% | 94.09% |
13/12/2021 | 4.88% | 0.37 | 0.39 | 200,000 | 200,000 | 200,000 | 200,000 | 80,093 | 84,093 | 93.75% | 93.75% |
10/12/2021 | 5.51% | 0.35 | 0.37 | 200,000 | 200,000 | 199,835 | 200,000 | 70,647 | 74,705 | 64.94% | 99.73% |
09/12/2021 | 5.13% | 0.39 | 0.41 | 200,000 | 200,000 | 200,000 | 200,000 | 76,127 | 80,127 | 95.98% | 95.98% |
08/12/2021 | 5.03% | 0.38 | 0.40 | 200,000 | 200,000 | 199,682 | 200,000 | 77,710 | 81,839 | 95.42% | 95.91% |
07/12/2021 | 2.92% | 0.34 | 0.35 | 200,000 | 200,000 | 200,075 | 200,000 | 68,386 | 70,372 | 89.16% | 89.40% |