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 | 15.48% | 0.07 | 0.08 | 190,000 | 190,000 | 190,000 | 190,000 | 11,883 | 13,783 | 98.71% | 98.71% |
16/12/2021 | 16.44% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 11,310 | 13,310 | 99.33% | 99.33% |
15/12/2021 | 11.00% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 17,263 | 19,263 | 100.00% | 100.00% |
14/12/2021 | 10.36% | 0.11 | 0.12 | 220,000 | 220,000 | 220,000 | 220,000 | 20,267 | 22,467 | 99.99% | 99.99% |
13/12/2021 | 16.09% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 18,032 | 21,032 | 100.00% | 100.00% |
10/12/2021 | 13.15% | 0.07 | 0.08 | 300,000 | 300,000 | 300,000 | 300,000 | 21,598 | 24,598 | 99.33% | 99.33% |
09/12/2021 | 14.05% | 0.07 | 0.08 | 300,000 | 300,000 | 300,000 | 300,000 | 20,000 | 23,000 | 99.49% | 99.49% |
08/12/2021 | 15.29% | 0.07 | 0.08 | 300,000 | 300,000 | 300,000 | 300,000 | 18,531 | 21,531 | 100.00% | 100.00% |
07/12/2021 | 21.66% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 12,472 | 15,472 | 100.00% | 100.00% |