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 | - | - |
27/01/2023 | - | 0.01 | - | 64,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 3.42% |
26/01/2023 | 9.95% | 0.06 | 0.10 | 92,000 | 92,500 | 92,657 | 92,657 | 8,871 | 9,798 | 42.04% | 100.00% |
25/01/2023 | 7.78% | 0.12 | 0.13 | 93,500 | 93,500 | 93,709 | 93,709 | 11,651 | 12,588 | 100.00% | 100.00% |
24/01/2023 | 5.06% | 0.11 | 0.13 | 94,000 | 94,000 | 96,142 | 96,142 | 19,153 | 20,114 | 97.65% | 99.99% |
23/01/2023 | 3.44% | 0.26 | 0.27 | 98,000 | 98,000 | 98,712 | 98,712 | 28,279 | 29,267 | 100.00% | 100.00% |
20/01/2023 | 3.14% | 0.30 | 0.31 | 99,000 | 99,000 | 99,162 | 99,162 | 31,186 | 32,178 | 100.00% | 100.00% |
19/01/2023 | 3.03% | 0.34 | 0.35 | 99,500 | 99,500 | 98,979 | 98,979 | 32,220 | 33,210 | 100.00% | 100.00% |
18/01/2023 | 3.40% | 0.29 | 0.30 | 97,500 | 97,500 | 97,662 | 97,662 | 28,223 | 29,199 | 100.00% | 100.00% |
17/01/2023 | 3.31% | 0.28 | 0.29 | 98,000 | 98,000 | 98,793 | 98,793 | 29,352 | 30,340 | 99.98% | 99.98% |