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 | 120.00% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 3,000 | 12,000 | 7.37% | 100.00% |
16/12/2021 | 30.71% | 0.02 | 0.03 | 350,000 | 350,000 | 350,000 | 350,000 | 11,279 | 14,779 | 98.68% | 98.68% |
15/12/2021 | 17.06% | 0.06 | 0.07 | 400,000 | 400,000 | 400,000 | 400,000 | 21,662 | 25,662 | 99.93% | 99.93% |
14/12/2021 | 29.77% | 0.05 | 0.06 | 470,000 | 470,000 | 470,000 | 470,000 | 14,124 | 18,824 | 99.94% | 99.94% |
13/12/2021 | 17.85% | 0.05 | 0.06 | 560,000 | 560,000 | 560,000 | 560,000 | 29,136 | 34,736 | 99.90% | 99.90% |
10/12/2021 | 14.75% | 0.05 | 0.06 | 450,000 | 450,000 | 450,000 | 450,000 | 28,644 | 33,144 | 99.47% | 99.47% |
09/12/2021 | 15.82% | 0.08 | 0.09 | 580,000 | 580,000 | 580,000 | 580,000 | 34,406 | 40,206 | 99.82% | 99.82% |
08/12/2021 | 15.52% | 0.05 | 0.06 | 440,000 | 440,000 | 440,000 | 440,000 | 26,373 | 30,773 | 99.98% | 99.98% |
07/12/2021 | 13.08% | 0.08 | 0.09 | 430,000 | 430,000 | 428,090 | 430,000 | 30,848 | 35,301 | 99.80% | 99.80% |