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 | - | - | 0.04 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
16/12/2021 | - | - | 0.04 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.43% |
15/12/2021 | 155.56% | 0.01 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 2,000 | 16,000 | 58.33% | 100.00% |
14/12/2021 | 149.24% | 0.01 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 2,355 | 16,000 | 100.00% | 100.00% |
13/12/2021 | 113.80% | 0.01 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 4,636 | 16,685 | 100.00% | 100.00% |
10/12/2021 | 25.25% | 0.03 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 14,006 | 18,006 | 100.00% | 100.00% |
09/12/2021 | 28.39% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 12,131 | 16,131 | 99.49% | 99.49% |
08/12/2021 | 37.22% | 0.02 | 0.03 | 400,000 | 400,000 | 400,000 | 400,000 | 8,929 | 12,929 | 99.87% | 99.87% |
07/12/2021 | 25.20% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 14,011 | 18,011 | 100.00% | 100.00% |