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 | 1.38% | 0.71 | 0.72 | 300,000 | 50,000 | 300,000 | 50,000 | 215,641 | 36,440 | 100.00% | 100.00% |
16/12/2021 | 1.30% | 0.73 | 0.74 | 300,000 | 50,000 | 300,000 | 50,000 | 229,917 | 38,820 | 99.85% | 99.85% |
15/12/2021 | 1.43% | 0.71 | 0.72 | 300,000 | 50,000 | 300,000 | 50,000 | 208,832 | 35,305 | 100.00% | 100.00% |
14/12/2021 | 1.48% | 0.64 | 0.65 | 300,000 | 50,000 | 300,000 | 50,000 | 201,230 | 34,038 | 100.00% | 100.00% |
13/12/2021 | 1.31% | 0.72 | 0.73 | 300,000 | 50,000 | 300,000 | 50,000 | 228,633 | 38,606 | 100.00% | 100.00% |
10/12/2021 | 1.40% | 0.70 | 0.71 | 300,000 | 50,000 | 300,000 | 50,000 | 212,839 | 35,973 | 99.96% | 99.96% |
09/12/2021 | 1.47% | 0.68 | 0.69 | 300,000 | 50,000 | 300,000 | 50,000 | 203,319 | 34,387 | 100.00% | 100.00% |
08/12/2021 | 1.70% | 0.56 | 0.57 | 300,000 | 50,000 | 100,765 | 50,000 | 58,850 | 29,712 | 99.80% | 99.92% |
07/12/2021 | 1.91% | 0.58 | 0.59 | 100,000 | 50,000 | 100,000 | 50,000 | 51,946 | 26,473 | 99.92% | 99.92% |