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 | 46.82% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,608 | 6,902 | 89.04% | 89.04% |
15/12/2022 | 11.06% | 0.05 | 0.06 | 925,000 | 475,000 | 579,007 | 376,963 | 50,097 | 42,959 | 99.06% | 99.06% |
14/12/2022 | 5.78% | 0.20 | 0.21 | 250,000 | 250,000 | 308,112 | 308,112 | 51,805 | 54,886 | 100.00% | 100.00% |
13/12/2022 | 4.44% | 0.21 | 0.22 | 250,000 | 250,000 | 241,337 | 241,337 | 53,243 | 55,656 | 65.19% | 65.19% |
12/12/2022 | 4.43% | 0.21 | 0.22 | 225,000 | 225,000 | 240,480 | 240,480 | 53,124 | 55,528 | 100.00% | 100.00% |
09/12/2022 | 4.26% | 0.23 | 0.24 | 225,000 | 225,000 | 228,620 | 228,620 | 52,553 | 54,839 | 99.63% | 99.63% |
08/12/2022 | 4.12% | 0.23 | 0.24 | 250,000 | 250,000 | 221,572 | 221,572 | 52,661 | 54,877 | 100.00% | 100.00% |
07/12/2022 | 4.35% | 0.22 | 0.23 | 225,000 | 225,000 | 235,037 | 235,037 | 52,830 | 55,181 | 100.00% | 100.00% |
06/12/2022 | 4.71% | 0.23 | 0.24 | 250,000 | 250,000 | 253,975 | 253,975 | 52,719 | 55,259 | 100.00% | 100.00% |