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 | 0.60% | 1.63 | 1.64 | 100,000 | 100,000 | 100,000 | 100,000 | 165,260 | 166,260 | 100.00% | 100.00% |
15/12/2022 | 0.57% | 1.68 | 1.69 | 100,000 | 100,000 | 100,000 | 100,000 | 174,316 | 175,316 | 100.00% | 100.00% |
14/12/2022 | 0.55% | 1.81 | 1.82 | 100,000 | 100,000 | 99,931 | 99,931 | 181,895 | 182,894 | 100.00% | 100.00% |
13/12/2022 | 0.54% | 1.88 | 1.89 | 90,000 | 90,000 | 96,695 | 96,695 | 176,919 | 177,886 | 99.27% | 99.27% |
12/12/2022 | 0.57% | 1.75 | 1.76 | 100,000 | 100,000 | 100,000 | 100,000 | 176,269 | 177,269 | 100.00% | 100.00% |
09/12/2022 | 0.57% | 1.80 | 1.81 | 100,000 | 100,000 | 100,000 | 100,000 | 176,067 | 177,067 | 95.05% | 95.05% |
08/12/2022 | 0.56% | 1.77 | 1.78 | 100,000 | 100,000 | 100,000 | 100,000 | 178,480 | 179,480 | 100.00% | 100.00% |
07/12/2022 | 0.55% | 1.80 | 1.81 | 100,000 | 100,000 | 100,000 | 100,000 | 180,869 | 181,869 | 100.00% | 100.00% |
06/12/2022 | 0.54% | 1.85 | 1.86 | 100,000 | 100,000 | 92,945 | 92,945 | 172,860 | 173,790 | 100.00% | 100.00% |