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 | - | 0.00 | 0.02 | 60,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
15/12/2022 | 158.61% | 0.00 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 701 | 6,000 | 96.35% | 99.94% |
14/12/2022 | 145.69% | 0.00 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 957 | 6,001 | 99.54% | 99.54% |
13/12/2022 | 107.51% | 0.00 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 1,915 | 6,004 | 96.77% | 99.30% |
12/12/2022 | 56.64% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 3,935 | 6,954 | 100.00% | 100.00% |
09/12/2022 | 47.20% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 5,147 | 8,147 | 99.67% | 99.67% |
08/12/2022 | 36.22% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 6,865 | 9,865 | 100.00% | 100.00% |
07/12/2022 | 40.49% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 6,021 | 9,021 | 100.00% | 100.00% |
06/12/2022 | 54.70% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 4,020 | 7,020 | 99.31% | 99.31% |