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 | 1.54% | 0.60 | 0.61 | 100,000 | 100,000 | 98,427 | 98,427 | 63,389 | 64,373 | 99.19% | 99.19% |
16/12/2021 | 1.63% | 0.62 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 61,025 | 62,025 | 99.19% | 99.19% |
15/12/2021 | 1.67% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 59,582 | 60,582 | 99.18% | 99.18% |
14/12/2021 | 1.59% | 0.60 | 0.61 | 100,000 | 100,000 | 99,968 | 99,968 | 62,427 | 63,426 | 99.19% | 99.19% |
13/12/2021 | 1.49% | 0.70 | 0.71 | 75,000 | 75,000 | 93,194 | 93,194 | 62,030 | 62,962 | 98.85% | 98.85% |
10/12/2021 | 1.66% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 59,721 | 60,721 | 99.18% | 99.18% |
09/12/2021 | 1.99% | 0.56 | 0.57 | 100,000 | 100,000 | 119,732 | 119,732 | 59,534 | 60,731 | 99.18% | 99.18% |
08/12/2021 | 1.86% | 0.51 | 0.52 | 100,000 | 100,000 | 100,000 | 100,000 | 53,378 | 54,378 | 99.18% | 99.18% |
07/12/2021 | 1.69% | 0.55 | 0.56 | 100,000 | 100,000 | 100,000 | 100,000 | 58,579 | 59,579 | 98.61% | 98.61% |