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 | - | - |
16/12/2021 | 0.14% | 9.13 | 9.08 | 100,000 | 100,000 | 100,000 | 100,000 | 902,310 | 903,581 | 29.79% | 34.30% |
15/12/2021 | 0.13% | 8.19 | 8.20 | 200,000 | 200,000 | 122,546 | 122,546 | 1,025,420 | 1,026,810 | 97.94% | 97.94% |
14/12/2021 | 0.14% | 8.06 | 8.07 | 200,000 | 200,000 | 122,655 | 122,655 | 1,035,830 | 1,037,270 | 97.47% | 97.47% |
13/12/2021 | 0.12% | 8.83 | 8.84 | 200,000 | 200,000 | 124,422 | 124,422 | 1,133,570 | 1,134,970 | 90.42% | 90.42% |
10/12/2021 | 0.12% | 8.90 | 8.91 | 200,000 | 200,000 | 124,260 | 124,260 | 1,134,270 | 1,135,680 | 91.02% | 91.02% |
09/12/2021 | 0.12% | 9.14 | 9.15 | 200,000 | 200,000 | 122,619 | 122,619 | 1,117,310 | 1,118,660 | 97.63% | 97.63% |
08/12/2021 | 0.13% | 8.92 | 8.93 | 200,000 | 200,000 | 124,355 | 124,355 | 1,129,410 | 1,130,820 | 90.67% | 90.67% |
07/12/2021 | 0.13% | 8.98 | 8.99 | 200,000 | 200,000 | 125,827 | 125,827 | 1,102,250 | 1,103,690 | 85.50% | 85.50% |
06/12/2021 | 0.13% | 7.95 | 7.96 | 200,000 | 200,000 | 124,365 | 124,365 | 993,203 | 994,532 | 90.63% | 90.63% |