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 | - | - | 0.03 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2022 | - | - | 0.03 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 98.94% |
14/12/2022 | 110.74% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 868 | 2,999 | 20.93% | 98.85% |
13/12/2022 | 50.71% | 0.01 | 0.03 | 100,000 | 100,000 | 60,599 | 60,599 | 1,946 | 3,018 | 98.00% | 98.00% |
12/12/2022 | 156.83% | 0.01 | 0.03 | 100,000 | 100,000 | 60,396 | 60,396 | 226 | 1,812 | 98.40% | 98.84% |
09/12/2022 | 140.58% | 0.00 | 0.03 | 100,000 | 100,000 | 62,168 | 62,168 | 315 | 1,858 | 86.94% | 99.08% |
08/12/2022 | 141.62% | 0.01 | 0.03 | 100,000 | 100,000 | 60,684 | 60,684 | 383 | 1,821 | 99.10% | 99.10% |
07/12/2022 | 122.57% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 733 | 3,000 | 21.03% | 98.95% |
06/12/2022 | 141.06% | 0.00 | 0.03 | 100,000 | 100,000 | 60,152 | 60,152 | 296 | 1,805 | 97.80% | 97.92% |