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 | - | - |
28/12/2023 | - | 0.08 | 0.09 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/12/2023 | 4.76% | 0.13 | 0.14 | 300,000 | 300,000 | 300,000 | 299,960 | 62,309 | 65,303 | 100.00% | 100.00% |
22/12/2023 | 4.22% | 0.24 | 0.25 | 300,000 | 300,000 | 300,000 | 299,999 | 69,747 | 72,746 | 100.00% | 100.00% |
21/12/2023 | 3.44% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 299,997 | 86,148 | 89,148 | 99.67% | 99.67% |
20/12/2023 | 3.16% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 93,661 | 96,661 | 100.00% | 100.00% |
19/12/2023 | 2.95% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 299,994 | 100,747 | 103,745 | 100.00% | 100.00% |
18/12/2023 | 2.65% | 0.37 | 0.38 | 300,000 | 300,000 | 300,000 | 300,000 | 111,698 | 114,698 | 100.00% | 100.00% |
15/12/2023 | 2.72% | 0.36 | 0.37 | 300,000 | 300,000 | 300,000 | 299,998 | 108,744 | 111,743 | 99.77% | 99.77% |
14/12/2023 | 2.59% | 0.34 | 0.35 | 300,000 | 300,000 | 300,000 | 300,000 | 114,698 | 117,698 | 100.00% | 100.00% |