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 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 100.00% | 100.00% |
16/12/2021 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.59% | 99.59% |
15/12/2021 | 71.01% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,337 | 9,669 | 99.57% | 99.57% |
14/12/2021 | 64.48% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,492 | 10,746 | 99.58% | 99.58% |
13/12/2021 | 76.59% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,191 | 9,095 | 99.48% | 99.48% |
10/12/2021 | 50.52% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,054 | 13,027 | 99.55% | 99.55% |
09/12/2021 | 54.94% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,425 | 11,713 | 99.56% | 99.56% |
08/12/2021 | 64.92% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,655 | 10,328 | 99.57% | 99.57% |
07/12/2021 | 39.46% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,018 | 15,509 | 99.58% | 99.58% |