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 | - | - |
21/12/2022 | - | 114.66 | 115.58 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/12/2022 | 0.80% | 114.66 | 115.58 | 250,000 | 250,000 | 250,000 | 250,000 | 286,650 | 288,950 | 100.00% | 100.00% |
19/12/2022 | 0.80% | 114.54 | 115.46 | 250,000 | 250,000 | 250,000 | 250,000 | 286,350 | 288,650 | 100.00% | 100.00% |
16/12/2022 | 0.80% | 114.13 | 115.05 | 250,000 | 250,000 | 250,000 | 250,000 | 285,265 | 287,565 | 100.00% | 100.00% |
15/12/2022 | 0.80% | 114.23 | 115.15 | 250,000 | 250,000 | 250,000 | 250,000 | 285,796 | 288,096 | 100.00% | 100.00% |
14/12/2022 | 0.80% | 114.23 | 115.15 | 250,000 | 250,000 | 250,000 | 250,000 | 285,575 | 287,875 | 100.00% | 100.00% |
13/12/2022 | 0.80% | 114.20 | 115.12 | 250,000 | 250,000 | 250,000 | 250,000 | 285,333 | 287,633 | 100.00% | 100.00% |
12/12/2022 | 0.80% | 113.94 | 114.86 | 250,000 | 250,000 | 250,000 | 250,000 | 284,756 | 287,044 | 100.00% | 100.00% |
09/12/2022 | 0.80% | 113.83 | 114.74 | 250,000 | 250,000 | 250,000 | 250,000 | 284,431 | 286,706 | 100.00% | 100.00% |