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 | 0.82% | 1.20 | 1.21 | 80,000 | 80,000 | 80,000 | 80,000 | 97,337 | 98,137 | 88.75% | 88.75% |
16/12/2021 | 0.82% | 1.27 | 1.28 | 80,000 | 80,000 | 80,000 | 80,000 | 97,287 | 98,087 | 94.42% | 94.42% |
15/12/2021 | 0.87% | 1.17 | 1.18 | 80,000 | 80,000 | 80,000 | 80,000 | 91,916 | 92,716 | 97.46% | 97.46% |
14/12/2021 | 0.87% | 1.04 | 1.05 | 80,000 | 80,000 | 81,392 | 81,392 | 92,909 | 93,723 | 98.76% | 98.76% |
13/12/2021 | 0.84% | 1.16 | 1.17 | 110,000 | 110,000 | 110,000 | 110,000 | 131,053 | 132,153 | 98.83% | 98.83% |
10/12/2021 | 0.84% | 1.20 | 1.21 | 110,000 | 110,000 | 110,000 | 110,000 | 130,668 | 131,768 | 90.17% | 90.17% |
09/12/2021 | 0.86% | 1.18 | 1.19 | 110,000 | 110,000 | 110,000 | 110,000 | 128,023 | 129,123 | 88.78% | 88.78% |
08/12/2021 | 0.87% | 1.18 | 1.19 | 110,000 | 110,000 | 110,000 | 110,000 | 126,694 | 127,794 | 96.86% | 96.86% |
07/12/2021 | 0.96% | 1.08 | 1.09 | 110,000 | 110,000 | 110,000 | 110,000 | 114,364 | 115,464 | 98.69% | 98.69% |