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 | - | - |
02/02/2023 | 10.58% | 0.07 | 0.08 | 270,000 | 270,000 | 270,000 | 270,000 | 24,332 | 27,032 | 36.15% | 36.15% |
01/02/2023 | 7.49% | 0.11 | 0.12 | 270,000 | 270,000 | 267,416 | 267,416 | 35,145 | 37,819 | 100.00% | 100.00% |
31/01/2023 | 5.56% | 0.18 | 0.19 | 260,000 | 260,000 | 260,000 | 260,000 | 45,533 | 48,132 | 100.00% | 100.00% |
30/01/2023 | 4.62% | 0.21 | 0.22 | 260,000 | 260,000 | 260,000 | 260,000 | 54,991 | 57,591 | 100.00% | 100.00% |
27/01/2023 | 4.45% | 0.22 | 0.23 | 260,000 | 260,000 | 260,000 | 260,000 | 57,121 | 59,721 | 99.99% | 99.99% |
26/01/2023 | 3.78% | 0.23 | 0.24 | 260,000 | 260,000 | 255,877 | 255,877 | 66,587 | 69,146 | 99.90% | 99.90% |
25/01/2023 | 3.80% | 0.25 | 0.26 | 260,000 | 260,000 | 258,808 | 258,808 | 66,916 | 69,504 | 99.95% | 99.95% |
24/01/2023 | 3.54% | 0.28 | 0.29 | 250,000 | 250,000 | 250,000 | 250,000 | 69,423 | 71,923 | 98.83% | 98.83% |
23/01/2023 | 3.67% | 0.29 | 0.30 | 250,000 | 250,000 | 254,602 | 254,602 | 68,251 | 70,797 | 100.00% | 100.00% |