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 | - | - |
24/01/2023 | 0.15% | 6.56 | 6.66 | 500,000 | 500,000 | 500,000 | 500,000 | 3,324,240 | 3,329,240 | 6.39% | 99.79% |
23/01/2023 | 0.15% | 6.74 | 6.75 | 500,000 | 500,000 | 500,000 | 500,000 | 3,331,910 | 3,336,910 | 100.00% | 100.00% |
20/01/2023 | 0.15% | 6.51 | 6.52 | 500,000 | 500,000 | 500,000 | 500,000 | 3,252,680 | 3,257,680 | 100.00% | 100.00% |
19/01/2023 | 0.16% | 6.42 | 6.43 | 500,000 | 500,000 | 500,000 | 500,000 | 3,158,550 | 3,163,550 | 99.74% | 99.74% |
18/01/2023 | 0.15% | 6.54 | 6.55 | 500,000 | 500,000 | 500,000 | 500,000 | 3,256,070 | 3,261,070 | 100.00% | 100.00% |
17/01/2023 | 0.16% | 6.46 | 6.47 | 500,000 | 500,000 | 500,000 | 500,000 | 3,211,250 | 3,216,250 | 100.00% | 100.00% |
16/01/2023 | 0.16% | 6.32 | 6.33 | 500,000 | 500,000 | 500,000 | 500,000 | 3,188,990 | 3,193,990 | 100.00% | 100.00% |
13/01/2023 | 0.16% | 6.43 | 6.44 | 500,000 | 500,000 | 500,000 | 500,000 | 3,187,700 | 3,192,700 | 99.81% | 99.81% |
12/01/2023 | 0.16% | 6.36 | 6.37 | 500,000 | 500,000 | 500,000 | 500,000 | 3,158,260 | 3,163,260 | 99.56% | 99.56% |