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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 99.47% | 99.47% |
14/12/2022 | 99.07% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,140 | 3,785 | 100.00% | 100.00% |
13/12/2022 | 60.21% | 0.01 | 0.02 | 1,000,000 | 250,000 | 999,160 | 250,000 | 14,677 | 6,171 | 96.65% | 96.65% |
12/12/2022 | 44.60% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,762 | 6,940 | 100.00% | 100.00% |
09/12/2022 | 31.65% | 0.03 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,771 | 9,193 | 98.81% | 98.81% |
08/12/2022 | 25.10% | 0.03 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,638 | 11,410 | 98.24% | 98.24% |
07/12/2022 | 22.49% | 0.04 | 0.05 | 1,000,000 | 250,000 | 1,000,000 | 260,261 | 40,183 | 13,130 | 100.00% | 100.00% |
06/12/2022 | 20.56% | 0.04 | 0.05 | 1,000,000 | 250,000 | 996,710 | 323,981 | 44,021 | 18,024 | 100.00% | 100.00% |