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 | 41.24% | 0.04 | 0.07 | 50,000 | 50,000 | 50,000 | 50,000 | 2,930 | 4,416 | 98.69% | 98.69% |
15/12/2022 | 23.78% | 0.07 | 0.09 | 50,000 | 50,000 | 50,000 | 50,000 | 4,216 | 5,345 | 99.03% | 99.03% |
14/12/2022 | 17.72% | 0.15 | 0.18 | 50,000 | 50,000 | 50,000 | 50,000 | 6,121 | 7,321 | 93.86% | 93.86% |
13/12/2022 | 13.05% | 0.13 | 0.15 | 50,000 | 50,000 | 92,431 | 55,492 | 11,879 | 8,631 | 98.50% | 98.50% |
12/12/2022 | 10.62% | 0.10 | 0.11 | 500,000 | 100,000 | 498,573 | 100,000 | 44,648 | 9,960 | 100.00% | 100.00% |
09/12/2022 | 10.11% | 0.10 | 0.11 | 500,000 | 100,000 | 492,819 | 100,000 | 46,656 | 10,490 | 100.00% | 100.00% |
08/12/2022 | 11.92% | 0.10 | 0.11 | 500,000 | 100,000 | 498,047 | 99,785 | 39,732 | 8,959 | 99.98% | 99.98% |
07/12/2022 | 9.61% | 0.10 | 0.11 | 500,000 | 100,000 | 473,480 | 100,000 | 47,340 | 11,102 | 93.80% | 93.80% |
06/12/2022 | 6.19% | 0.14 | 0.15 | 370,000 | 100,000 | 324,498 | 100,000 | 50,793 | 16,878 | 94.06% | 94.06% |