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 | - | - |
24/01/2023 | 0.78% | 1.29 | 1.28 | 253,000 | 253,000 | 253,000 | 253,000 | 321,310 | 323,840 | 6.39% | 99.16% |
23/01/2023 | 0.78% | 1.27 | 1.28 | 253,000 | 253,000 | 252,946 | 252,946 | 321,525 | 324,055 | 100.00% | 100.00% |
20/01/2023 | 0.79% | 1.28 | 1.29 | 253,000 | 253,000 | 251,715 | 251,715 | 318,548 | 321,065 | 100.00% | 100.00% |
19/01/2023 | 0.81% | 1.23 | 1.24 | 244,000 | 244,000 | 243,336 | 243,336 | 298,816 | 301,249 | 99.95% | 99.95% |
18/01/2023 | 0.82% | 1.22 | 1.23 | 239,000 | 239,000 | 239,000 | 239,000 | 289,050 | 291,440 | 99.99% | 99.99% |
17/01/2023 | 0.82% | 1.22 | 1.23 | 239,000 | 239,000 | 236,180 | 236,180 | 286,445 | 288,807 | 100.00% | 100.00% |
16/01/2023 | 0.84% | 1.19 | 1.20 | 230,000 | 230,000 | 230,137 | 230,137 | 274,463 | 276,765 | 100.00% | 100.00% |
13/01/2023 | 0.83% | 1.20 | 1.21 | 234,000 | 234,000 | 230,138 | 230,138 | 275,200 | 277,501 | 100.00% | 100.00% |
12/01/2023 | 0.83% | 1.20 | 1.21 | 234,000 | 234,000 | 234,000 | 234,000 | 282,313 | 284,653 | 99.66% | 99.66% |