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 | 1.01% | 1.93 | 1.95 | 50,000 | 50,000 | 50,000 | 50,000 | 98,179 | 99,179 | 96.46% | 96.46% |
16/12/2021 | 0.98% | 2.06 | 2.08 | 60,000 | 60,000 | 60,000 | 60,000 | 122,400 | 123,600 | 79.34% | 79.34% |
15/12/2021 | 1.07% | 1.89 | 1.91 | 60,000 | 60,000 | 60,000 | 60,000 | 112,083 | 113,283 | 59.90% | 59.90% |
14/12/2021 | 1.03% | 1.78 | 1.80 | 60,000 | 60,000 | 60,000 | 60,000 | 116,089 | 117,289 | 70.77% | 70.77% |
13/12/2021 | 1.03% | 1.90 | 1.92 | 60,000 | 60,000 | 60,000 | 60,000 | 116,376 | 117,576 | 67.15% | 67.15% |
10/12/2021 | 1.03% | 1.94 | 1.96 | 60,000 | 60,000 | 60,000 | 60,000 | 116,326 | 117,526 | 66.34% | 66.34% |
09/12/2021 | 1.03% | 1.92 | 1.94 | 60,000 | 60,000 | 60,000 | 60,000 | 115,532 | 116,732 | 72.70% | 72.70% |
08/12/2021 | 1.03% | 1.88 | 1.90 | 60,000 | 60,000 | 60,000 | 60,000 | 115,700 | 116,900 | 64.55% | 64.55% |
07/12/2021 | 1.08% | 1.90 | 1.92 | 60,000 | 60,000 | 60,000 | 60,000 | 110,673 | 111,873 | 99.91% | 99.91% |