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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2023 | - | 0.02 | - | 68,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20/01/2023 | 10.64% | 0.06 | 0.09 | 98,500 | 99,500 | 99,486 | 99,486 | 8,945 | 9,940 | 49.92% | 100.00% |
19/01/2023 | 9.89% | 0.11 | 0.11 | 99,500 | 99,000 | 99,050 | 99,050 | 9,564 | 10,554 | 79.31% | 99.97% |
18/01/2023 | - | 0.07 | 0.10 | 98,000 | 98,500 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/01/2023 | 11.76% | 0.05 | 0.09 | 98,000 | 99,500 | 99,500 | 99,500 | 7,960 | 8,955 | 1.59% | 100.00% |
16/01/2023 | 8.65% | 0.11 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 11,070 | 12,070 | 100.00% | 100.00% |
13/01/2023 | 7.79% | 0.13 | 0.14 | 100,000 | 100,000 | 99,939 | 100,000 | 12,556 | 13,564 | 100.00% | 100.00% |
12/01/2023 | 8.25% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 11,781 | 12,781 | 99.67% | 99.67% |