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 | - | - |
30/12/2022 | 2.74% | 35.50 | 36.50 | 100,000 | 100,000 | 100,000 | 100,000 | 35,974 | 36,974 | 99.50% | 99.50% |
29/12/2022 | 2.77% | 36.60 | 37.60 | 100,000 | 100,000 | 100,000 | 100,000 | 35,544 | 36,544 | 99.78% | 99.78% |
28/12/2022 | 2.78% | 35.30 | 36.30 | 100,000 | 100,000 | 100,000 | 100,000 | 35,427 | 36,427 | 96.04% | 96.04% |
27/12/2022 | 2.77% | 35.40 | 36.40 | 100,000 | 100,000 | 100,000 | 100,000 | 35,666 | 36,666 | 98.82% | 98.82% |
23/12/2022 | 2.79% | 35.25 | 36.25 | 100,000 | 100,000 | 100,000 | 100,000 | 35,347 | 36,347 | 97.45% | 97.45% |
22/12/2022 | 2.81% | 34.50 | 35.50 | 100,000 | 100,000 | 100,000 | 100,000 | 35,146 | 36,146 | 99.59% | 99.59% |
21/12/2022 | 2.82% | 35.60 | 36.60 | 100,000 | 100,000 | 100,000 | 100,000 | 34,992 | 35,992 | 99.68% | 99.68% |
20/12/2022 | 2.94% | 33.60 | 34.60 | 100,000 | 100,000 | 100,000 | 100,000 | 33,537 | 34,537 | 98.92% | 98.92% |
19/12/2022 | 2.86% | 34.10 | 35.10 | 100,000 | 100,000 | 100,000 | 100,000 | 34,528 | 35,528 | 95.92% | 95.92% |