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 | 16.45% | 0.18 | 0.22 | 90,000 | 90,000 | 90,000 | 90,000 | 17,723 | 20,890 | 94.68% | 94.68% |
16/12/2021 | 12.82% | 0.27 | 0.31 | 90,000 | 90,000 | 90,000 | 90,000 | 26,459 | 30,059 | 98.83% | 98.83% |
15/12/2021 | 12.95% | 0.26 | 0.30 | 90,000 | 90,000 | 90,000 | 90,000 | 26,071 | 29,671 | 99.39% | 99.39% |
14/12/2021 | 9.73% | 0.31 | 0.35 | 90,000 | 90,000 | 90,000 | 90,000 | 30,968 | 34,074 | 98.76% | 98.76% |
13/12/2021 | 3.65% | 0.46 | 0.48 | 90,000 | 90,000 | 90,000 | 90,000 | 48,455 | 50,255 | 98.93% | 98.93% |
10/12/2021 | 4.37% | 0.45 | 0.47 | 120,000 | 120,000 | 120,000 | 120,000 | 54,180 | 56,580 | 96.26% | 96.26% |
09/12/2021 | 2.79% | 0.35 | 0.36 | 240,000 | 240,000 | 240,000 | 240,000 | 85,002 | 87,402 | 97.75% | 97.75% |
08/12/2021 | 2.96% | 0.35 | 0.36 | 230,000 | 230,000 | 230,000 | 230,000 | 76,703 | 79,003 | 96.51% | 96.51% |
07/12/2021 | 2.51% | 0.39 | 0.40 | 250,000 | 250,000 | 250,000 | 250,000 | 98,484 | 100,984 | 97.70% | 97.70% |