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 | - | - |
16/12/2022 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/12/2022 | 2.92% | 0.33 | 0.34 | 150,000 | 150,000 | 158,777 | 159,042 | 53,584 | 55,262 | 99.47% | 99.47% |
14/12/2022 | 3.01% | 0.33 | 0.34 | 175,000 | 175,000 | 171,217 | 171,216 | 55,991 | 57,703 | 100.00% | 100.00% |
13/12/2022 | 2.30% | 0.42 | 0.43 | 125,000 | 125,000 | 125,000 | 125,000 | 53,851 | 55,101 | 65.22% | 65.22% |
12/12/2022 | 2.39% | 0.45 | 0.46 | 125,000 | 125,000 | 125,000 | 125,000 | 51,747 | 52,997 | 100.00% | 100.00% |
09/12/2022 | 2.34% | 0.43 | 0.44 | 125,000 | 125,000 | 125,000 | 125,000 | 52,829 | 54,079 | 98.81% | 98.81% |
08/12/2022 | 2.18% | 0.43 | 0.44 | 125,000 | 125,000 | 125,000 | 125,000 | 56,715 | 57,965 | 98.24% | 98.24% |
07/12/2022 | 2.12% | 0.47 | 0.48 | 125,000 | 125,000 | 121,591 | 121,591 | 56,723 | 57,939 | 100.00% | 100.00% |
06/12/2022 | 2.13% | 0.45 | 0.46 | 125,000 | 125,000 | 125,000 | 125,000 | 58,123 | 59,373 | 100.00% | 100.00% |