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 | - | - |
27/12/2023 | 8.70% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 33,026 | 36,026 | 72.34% | 72.34% |
22/12/2023 | 7.88% | 0.13 | 0.14 | 300,000 | 300,000 | 300,000 | 300,000 | 36,889 | 39,889 | 100.00% | 100.00% |
21/12/2023 | 5.55% | 0.15 | 0.16 | 300,000 | 300,000 | 300,000 | 299,989 | 53,262 | 56,259 | 99.66% | 99.66% |
20/12/2023 | 4.83% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 60,811 | 63,811 | 100.00% | 100.00% |
19/12/2023 | 4.37% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 67,738 | 70,738 | 100.00% | 100.00% |
18/12/2023 | 3.76% | 0.25 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 78,248 | 81,248 | 100.00% | 100.00% |
15/12/2023 | 3.91% | 0.25 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 75,241 | 78,241 | 99.77% | 99.77% |
14/12/2023 | 3.64% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 81,316 | 84,316 | 100.00% | 100.00% |
13/12/2023 | 2.89% | 0.35 | 0.36 | 300,000 | 300,000 | 300,000 | 300,000 | 102,328 | 105,328 | 100.00% | 100.00% |