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 | 44.60% | 0.02 | 0.03 | 480,000 | 480,000 | 480,000 | 480,000 | 9,174 | 14,050 | 100.00% | 100.00% |
16/12/2021 | 112.12% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 3,443 | 12,000 | 61.69% | 99.19% |
15/12/2021 | 105.79% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 3,799 | 12,000 | 96.90% | 100.00% |
14/12/2021 | 36.13% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 14,559 | 20,559 | 99.94% | 99.94% |
13/12/2021 | 46.22% | 0.02 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 10,198 | 16,198 | 100.00% | 100.00% |
10/12/2021 | 30.17% | 0.04 | 0.05 | 600,000 | 600,000 | 600,000 | 600,000 | 17,103 | 23,103 | 100.00% | 100.00% |
09/12/2021 | 26.69% | 0.03 | 0.04 | 600,000 | 600,000 | 600,000 | 600,000 | 19,979 | 25,979 | 99.82% | 99.82% |
08/12/2021 | 31.75% | 0.03 | 0.04 | 600,000 | 600,000 | 600,000 | 600,000 | 16,045 | 22,045 | 99.97% | 99.97% |
07/12/2021 | 34.79% | 0.02 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 14,540 | 20,540 | 99.97% | 99.97% |