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 | 11.03% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 89,771 | 99,771 | 76.83% | 76.83% |
17/01/2023 | 5.72% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 170,850 | 180,850 | 100.00% | 100.00% |
16/01/2023 | 4.56% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 214,690 | 224,690 | 100.00% | 100.00% |
13/01/2023 | 4.15% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 236,762 | 246,762 | 100.00% | 100.00% |
12/01/2023 | 3.70% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 266,030 | 276,030 | 99.22% | 99.22% |
11/01/2023 | 4.76% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 999,999 | 1,000,000 | 208,846 | 218,847 | 100.00% | 100.00% |
10/01/2023 | 5.75% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 170,015 | 180,015 | 99.76% | 99.76% |
09/01/2023 | 5.80% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 170,818 | 180,818 | 100.00% | 100.00% |
06/01/2023 | 3.08% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 999,055 | 994,423 | 321,793 | 330,162 | 97.23% | 97.23% |