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 | 2.41% | 0.74 | 0.76 | 30,000 | 30,000 | 30,000 | 30,000 | 24,687 | 25,287 | 99.99% | 99.99% |
15/12/2022 | 1.33% | 1.15 | 1.17 | 60,000 | 60,000 | 36,352 | 36,352 | 53,110 | 53,837 | 98.82% | 98.82% |
14/12/2022 | 1.00% | 2.15 | 2.17 | 60,000 | 60,000 | 36,286 | 36,286 | 73,191 | 73,917 | 98.59% | 98.59% |
13/12/2022 | 0.95% | 2.14 | 2.16 | 60,000 | 60,000 | 36,216 | 36,216 | 77,473 | 78,197 | 96.75% | 96.75% |
12/12/2022 | 1.30% | 1.70 | 1.72 | 60,000 | 60,000 | 36,342 | 36,342 | 55,941 | 56,668 | 98.84% | 98.84% |
09/12/2022 | 1.15% | 1.68 | 1.70 | 60,000 | 60,000 | 36,426 | 36,426 | 62,745 | 63,474 | 98.77% | 98.77% |
08/12/2022 | 1.20% | 1.76 | 1.78 | 60,000 | 60,000 | 36,405 | 36,405 | 61,191 | 61,919 | 99.08% | 99.08% |
07/12/2022 | 1.26% | 1.65 | 1.67 | 60,000 | 60,000 | 36,363 | 36,363 | 58,017 | 58,744 | 98.90% | 98.90% |
06/12/2022 | 1.06% | 1.72 | 1.74 | 60,000 | 60,000 | 36,121 | 36,121 | 67,480 | 68,203 | 97.92% | 97.92% |