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 | 0.97% | 0.93 | 0.94 | 160,000 | 160,000 | 160,000 | 160,000 | 163,954 | 165,554 | 98.40% | 98.40% |
15/12/2022 | 0.67% | 1.21 | 1.22 | 160,000 | 160,000 | 160,000 | 160,000 | 240,862 | 242,462 | 99.87% | 99.87% |
14/12/2022 | 0.55% | 1.86 | 1.87 | 160,000 | 160,000 | 160,000 | 160,000 | 292,071 | 293,671 | 99.54% | 99.54% |
13/12/2022 | 0.55% | 1.91 | 1.92 | 160,000 | 160,000 | 160,000 | 160,000 | 292,881 | 294,481 | 99.06% | 99.06% |
12/12/2022 | 0.62% | 1.61 | 1.62 | 160,000 | 160,000 | 160,000 | 160,000 | 258,792 | 260,392 | 99.70% | 99.70% |
09/12/2022 | 0.60% | 1.67 | 1.68 | 160,000 | 160,000 | 160,000 | 160,000 | 264,430 | 266,030 | 99.52% | 99.52% |
08/12/2022 | 0.62% | 1.63 | 1.64 | 160,000 | 160,000 | 160,000 | 160,000 | 257,244 | 258,844 | 100.00% | 100.00% |
07/12/2022 | 0.60% | 1.70 | 1.71 | 160,000 | 160,000 | 160,000 | 160,000 | 264,064 | 265,664 | 99.76% | 99.76% |
06/12/2022 | 0.57% | 1.69 | 1.70 | 160,000 | 160,000 | 160,000 | 160,000 | 279,318 | 280,918 | 99.31% | 99.31% |