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 | - | - |
18/01/2023 | 7.06% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 999,759 | 1,000,000 | 137,680 | 147,716 | 74.86% | 74.86% |
17/01/2023 | 4.61% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 999,994 | 212,809 | 222,807 | 100.00% | 100.00% |
16/01/2023 | 3.84% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 255,656 | 265,656 | 100.00% | 100.00% |
13/01/2023 | 3.52% | 0.26 | 0.27 | 1,000,000 | 1,000,000 | 999,783 | 1,000,000 | 279,712 | 289,775 | 100.00% | 100.00% |
12/01/2023 | 3.20% | 0.28 | 0.29 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 308,592 | 318,592 | 99.23% | 99.23% |
11/01/2023 | 4.00% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 999,981 | 1,000,000 | 248,327 | 258,332 | 100.00% | 100.00% |
10/01/2023 | 4.73% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,293 | 217,293 | 99.75% | 99.75% |
09/01/2023 | 4.72% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 999,997 | 209,791 | 219,791 | 100.00% | 100.00% |
06/01/2023 | 2.68% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 370,607 | 380,607 | 97.25% | 97.25% |