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 | 2.90% | 0.66 | 0.68 | 70,000 | 70,000 | 70,000 | 70,000 | 47,604 | 49,004 | 100.00% | 100.00% |
16/12/2021 | 1.77% | 0.77 | 0.78 | 170,000 | 170,000 | 99,152 | 99,152 | 84,014 | 85,379 | 98.73% | 98.73% |
15/12/2021 | 2.14% | 0.66 | 0.67 | 170,000 | 170,000 | 99,038 | 99,038 | 69,080 | 70,445 | 99.34% | 99.34% |
14/12/2021 | 2.02% | 0.63 | 0.64 | 170,000 | 170,000 | 98,860 | 98,860 | 71,523 | 72,887 | 99.09% | 99.09% |
13/12/2021 | 1.69% | 0.82 | 0.83 | 170,000 | 170,000 | 98,666 | 98,666 | 87,254 | 88,617 | 98.82% | 98.82% |
10/12/2021 | 1.71% | 0.85 | 0.86 | 170,000 | 170,000 | 98,790 | 98,790 | 87,937 | 89,300 | 98.99% | 98.99% |
09/12/2021 | 1.71% | 0.89 | 0.90 | 170,000 | 170,000 | 98,805 | 98,805 | 87,617 | 88,980 | 98.85% | 98.85% |
08/12/2021 | 1.71% | 0.84 | 0.85 | 170,000 | 170,000 | 98,996 | 98,996 | 87,529 | 88,893 | 99.28% | 99.28% |
07/12/2021 | 1.92% | 0.86 | 0.87 | 170,000 | 170,000 | 101,446 | 101,446 | 81,405 | 82,794 | 98.43% | 98.43% |