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 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
16/12/2021 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2021 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2021 | 37.92% | 0.01 | 0.02 | 750,000 | 200,000 | 750,000 | 200,000 | 18,016 | 6,804 | 96.89% | 99.88% |
13/12/2021 | 31.58% | 0.02 | 0.03 | 750,000 | 200,000 | 750,000 | 200,000 | 21,773 | 7,806 | 99.92% | 99.92% |
10/12/2021 | 37.09% | 0.03 | 0.04 | 750,000 | 200,000 | 387,672 | 200,000 | 9,647 | 6,510 | 100.00% | 100.00% |
09/12/2021 | 26.70% | 0.02 | 0.03 | 250,000 | 200,000 | 656,272 | 199,856 | 23,896 | 8,889 | 99.89% | 100.00% |
08/12/2021 | 11.06% | 0.08 | 0.09 | 750,000 | 250,000 | 750,000 | 249,976 | 65,282 | 24,259 | 100.00% | 100.00% |
07/12/2021 | 11.91% | 0.09 | 0.10 | 750,000 | 250,000 | 749,892 | 250,000 | 60,378 | 22,629 | 100.00% | 100.00% |