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 | 0.48% | 2.05 | 2.06 | 600,000 | 150,000 | 600,000 | 150,000 | 1,247,140 | 313,286 | 100.00% | 100.00% |
16/12/2021 | 0.46% | 2.18 | 2.19 | 600,000 | 150,000 | 600,000 | 150,000 | 1,291,350 | 324,337 | 99.99% | 99.99% |
15/12/2021 | 0.50% | 2.01 | 2.02 | 600,000 | 150,000 | 600,000 | 150,000 | 1,194,360 | 300,090 | 100.00% | 100.00% |
14/12/2021 | 0.49% | 1.90 | 1.91 | 600,000 | 150,000 | 600,000 | 150,000 | 1,232,570 | 309,642 | 99.88% | 99.88% |
13/12/2021 | 0.48% | 2.02 | 2.03 | 600,000 | 150,000 | 600,000 | 150,000 | 1,236,790 | 310,697 | 99.96% | 99.96% |
10/12/2021 | 0.48% | 2.06 | 2.07 | 600,000 | 150,000 | 600,000 | 150,000 | 1,234,470 | 310,118 | 100.00% | 100.00% |
09/12/2021 | 0.49% | 2.04 | 2.05 | 600,000 | 150,000 | 600,000 | 150,000 | 1,227,180 | 308,295 | 100.00% | 100.00% |
08/12/2021 | 0.49% | 2.00 | 2.01 | 600,000 | 150,000 | 600,000 | 150,000 | 1,228,120 | 308,530 | 100.00% | 100.00% |
07/12/2021 | 0.51% | 2.01 | 2.02 | 600,000 | 150,000 | 600,000 | 150,000 | 1,176,440 | 295,610 | 100.00% | 100.00% |