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 | 10.88% | 0.27 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 52,145 | 58,145 | 99.81% | 99.81% |
16/12/2021 | 10.38% | 0.28 | 0.31 | 200,000 | 200,000 | 200,000 | 200,000 | 54,975 | 60,975 | 99.44% | 99.44% |
15/12/2021 | 8.92% | 0.33 | 0.36 | 210,000 | 210,000 | 210,000 | 210,000 | 67,488 | 73,788 | 100.00% | 100.00% |
14/12/2021 | 9.92% | 0.31 | 0.34 | 210,000 | 210,000 | 210,000 | 210,000 | 60,470 | 66,770 | 100.00% | 100.00% |
13/12/2021 | 9.29% | 0.30 | 0.33 | 210,000 | 210,000 | 210,000 | 210,000 | 64,986 | 71,312 | 100.00% | 100.00% |
10/12/2021 | 3.19% | 0.28 | 0.29 | 210,000 | 210,000 | 210,000 | 210,000 | 64,852 | 66,952 | 100.00% | 100.00% |
09/12/2021 | 3.48% | 0.30 | 0.31 | 220,000 | 220,000 | 220,000 | 220,000 | 62,135 | 64,335 | 99.49% | 99.49% |
08/12/2021 | 3.37% | 0.26 | 0.27 | 210,000 | 210,000 | 210,000 | 210,000 | 61,494 | 63,594 | 99.95% | 99.95% |
07/12/2021 | 3.00% | 0.34 | 0.35 | 210,000 | 210,000 | 210,000 | 210,000 | 69,171 | 71,271 | 100.00% | 100.00% |