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 | 1.50% | 0.63 | 0.64 | 40,000 | 40,000 | 40,000 | 40,000 | 26,483 | 26,883 | 99.67% | 99.67% |
16/12/2021 | 1.50% | 0.69 | 0.70 | 50,000 | 50,000 | 50,000 | 50,000 | 33,250 | 33,750 | 99.11% | 99.11% |
15/12/2021 | 1.66% | 0.61 | 0.62 | 50,000 | 50,000 | 50,000 | 50,000 | 29,825 | 30,325 | 99.88% | 99.88% |
14/12/2021 | 1.60% | 0.56 | 0.57 | 50,000 | 50,000 | 50,000 | 50,000 | 31,079 | 31,579 | 100.00% | 100.00% |
13/12/2021 | 1.51% | 0.65 | 0.66 | 50,000 | 50,000 | 50,000 | 50,000 | 32,791 | 33,291 | 100.00% | 100.00% |
10/12/2021 | 1.67% | 0.60 | 0.61 | 50,000 | 50,000 | 50,000 | 50,000 | 29,796 | 30,296 | 100.00% | 100.00% |
09/12/2021 | 1.59% | 0.63 | 0.64 | 50,000 | 50,000 | 50,000 | 50,000 | 31,153 | 31,653 | 99.49% | 99.49% |
08/12/2021 | 1.62% | 0.58 | 0.59 | 50,000 | 50,000 | 50,000 | 50,000 | 30,671 | 31,171 | 99.89% | 99.89% |
07/12/2021 | 1.76% | 0.59 | 0.60 | 50,000 | 50,000 | 50,000 | 50,000 | 28,124 | 28,624 | 99.97% | 99.97% |