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 | 164.25% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,107 | 5,554 | 100.00% | 100.00% |
16/12/2021 | 10.70% | 0.03 | 0.04 | 1,000,000 | 400,000 | 769,686 | 258,373 | 72,449 | 26,797 | 99.64% | 99.64% |
15/12/2021 | 20.84% | 0.05 | 0.06 | 1,000,000 | 400,000 | 1,000,000 | 461,073 | 43,428 | 24,427 | 99.58% | 99.58% |
14/12/2021 | 21.84% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 434,133 | 45,137 | 23,387 | 99.58% | 99.58% |
13/12/2021 | 10.80% | 0.06 | 0.07 | 1,000,000 | 400,000 | 918,270 | 318,270 | 81,964 | 31,318 | 99.46% | 99.46% |
10/12/2021 | 11.50% | 0.08 | 0.09 | 1,000,000 | 400,000 | 988,447 | 388,447 | 81,163 | 35,709 | 99.55% | 99.55% |
09/12/2021 | 8.03% | 0.10 | 0.11 | 900,000 | 300,000 | 868,489 | 289,496 | 104,678 | 37,788 | 99.56% | 99.56% |
08/12/2021 | 5.47% | 0.16 | 0.17 | 900,000 | 300,000 | 779,902 | 259,967 | 139,128 | 48,976 | 99.56% | 99.56% |
07/12/2021 | 6.76% | 0.18 | 0.19 | 750,000 | 250,000 | 892,438 | 300,186 | 128,096 | 46,017 | 99.57% | 99.57% |