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 | 1.45% | 0.69 | 0.70 | 750,000 | 250,000 | 750,000 | 250,000 | 514,228 | 173,909 | 100.00% | 100.00% |
16/12/2021 | 1.32% | 0.74 | 0.75 | 750,000 | 250,000 | 750,000 | 250,000 | 562,949 | 190,150 | 98.97% | 98.97% |
15/12/2021 | 1.35% | 0.70 | 0.71 | 750,000 | 250,000 | 750,000 | 250,000 | 550,087 | 185,862 | 99.03% | 99.03% |
14/12/2021 | 1.35% | 0.72 | 0.73 | 750,000 | 250,000 | 749,570 | 250,000 | 551,687 | 186,500 | 99.00% | 99.00% |
13/12/2021 | 1.33% | 0.73 | 0.74 | 750,000 | 250,000 | 750,000 | 250,000 | 562,323 | 189,941 | 99.03% | 99.03% |
10/12/2021 | 1.36% | 0.70 | 0.71 | 750,000 | 250,000 | 750,000 | 250,000 | 548,582 | 185,361 | 98.94% | 98.94% |
09/12/2021 | 1.33% | 0.73 | 0.74 | 750,000 | 250,000 | 750,000 | 250,000 | 560,170 | 189,223 | 99.03% | 99.03% |
08/12/2021 | 1.33% | 0.76 | 0.77 | 750,000 | 250,000 | 750,000 | 250,000 | 558,513 | 188,671 | 98.95% | 98.95% |
07/12/2021 | 1.63% | 0.75 | 0.76 | 750,000 | 250,000 | 750,000 | 250,000 | 458,490 | 155,330 | 98.13% | 98.13% |