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 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
15/12/2022 | 76.11% | 0.00 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 3,340 | 6,815 | 75.12% | 99.92% |
14/12/2022 | 10.41% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 27,688 | 30,688 | 99.54% | 99.54% |
13/12/2022 | 6.80% | 0.14 | 0.15 | 300,000 | 300,000 | 300,000 | 300,000 | 45,822 | 48,822 | 98.94% | 98.94% |
12/12/2022 | 12.18% | 0.08 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 23,329 | 26,329 | 100.00% | 100.00% |
09/12/2022 | 10.95% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 26,265 | 29,265 | 99.67% | 99.67% |
08/12/2022 | 11.64% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 24,492 | 27,492 | 100.00% | 100.00% |
07/12/2022 | 9.71% | 0.12 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 29,736 | 32,736 | 100.00% | 100.00% |
06/12/2022 | 7.77% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 37,425 | 40,425 | 99.31% | 99.31% |