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 | 10.86% | 0.10 | 0.11 | 625,000 | 325,000 | 592,583 | 389,852 | 51,597 | 38,955 | 99.47% | 99.47% |
14/12/2022 | 10.49% | 0.07 | 0.08 | 675,000 | 350,000 | 550,332 | 393,054 | 49,700 | 40,346 | 100.00% | 100.00% |
13/12/2022 | 5.55% | 0.16 | 0.17 | 325,000 | 325,000 | 300,586 | 300,586 | 52,736 | 55,741 | 65.22% | 65.22% |
12/12/2022 | 6.38% | 0.18 | 0.19 | 300,000 | 300,000 | 345,852 | 345,852 | 52,471 | 55,929 | 100.00% | 100.00% |
09/12/2022 | 5.92% | 0.16 | 0.17 | 325,000 | 325,000 | 315,819 | 315,819 | 51,795 | 54,953 | 98.81% | 98.81% |
08/12/2022 | 4.67% | 0.18 | 0.19 | 300,000 | 300,000 | 252,040 | 252,039 | 52,725 | 55,245 | 98.24% | 98.24% |
07/12/2022 | 4.59% | 0.21 | 0.22 | 275,000 | 275,000 | 246,945 | 246,944 | 52,648 | 55,117 | 100.00% | 100.00% |
06/12/2022 | 4.46% | 0.20 | 0.21 | 250,000 | 250,000 | 240,379 | 240,379 | 52,724 | 55,128 | 100.00% | 100.00% |