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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/02/2023 | 2.80% | 0.35 | 0.36 | 150,000 | 100,000 | 146,393 | 100,000 | 51,621 | 36,295 | 99.16% | 99.16% |
08/02/2023 | 2.66% | 0.38 | 0.39 | 140,000 | 100,000 | 140,587 | 100,000 | 52,081 | 38,088 | 100.00% | 100.00% |
07/02/2023 | 2.83% | 0.36 | 0.37 | 140,000 | 100,000 | 148,619 | 100,000 | 51,839 | 35,893 | 100.00% | 100.00% |
06/02/2023 | 3.02% | 0.33 | 0.34 | 160,000 | 100,000 | 158,493 | 100,000 | 51,621 | 33,705 | 100.00% | 100.00% |
03/02/2023 | 3.20% | 0.34 | 0.35 | 150,000 | 100,000 | 168,361 | 100,000 | 51,696 | 31,818 | 99.11% | 99.11% |
02/02/2023 | 4.07% | 0.24 | 0.25 | 220,000 | 100,000 | 212,495 | 100,000 | 51,187 | 25,224 | 99.59% | 99.59% |
01/02/2023 | 3.10% | 0.29 | 0.30 | 180,000 | 100,000 | 161,804 | 100,000 | 51,349 | 32,980 | 99.88% | 99.88% |
31/01/2023 | 2.58% | 0.38 | 0.39 | 140,000 | 100,000 | 136,299 | 100,000 | 52,123 | 39,277 | 100.00% | 100.00% |
30/01/2023 | 2.24% | 0.44 | 0.45 | 120,000 | 100,000 | 119,997 | 100,000 | 52,881 | 45,068 | 100.00% | 100.00% |
27/01/2023 | 2.18% | 0.46 | 0.47 | 110,000 | 100,000 | 116,111 | 100,000 | 52,652 | 46,363 | 99.43% | 99.43% |