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 | - | - |
17/01/2023 | 25.18% | 0.04 | 0.07 | 112,000 | 112,000 | 112,890 | 112,890 | 5,940 | 7,380 | 99.83% | 99.83% |
16/01/2023 | 9.18% | 0.11 | 0.12 | 115,000 | 115,000 | 114,982 | 114,982 | 11,967 | 13,117 | 100.00% | 100.00% |
13/01/2023 | 8.27% | 0.12 | 0.13 | 115,000 | 115,000 | 115,376 | 115,376 | 13,627 | 14,781 | 100.00% | 100.00% |
12/01/2023 | 8.77% | 0.10 | 0.11 | 114,000 | 114,000 | 114,958 | 114,958 | 12,673 | 13,823 | 99.84% | 99.84% |
11/01/2023 | 7.34% | 0.12 | 0.13 | 115,000 | 115,000 | 115,797 | 115,551 | 15,334 | 16,455 | 99.86% | 99.86% |
10/01/2023 | 5.21% | 0.17 | 0.18 | 117,000 | 117,000 | 117,907 | 117,935 | 22,154 | 23,339 | 99.85% | 99.85% |
09/01/2023 | 5.37% | 0.16 | 0.17 | 117,000 | 117,000 | 117,775 | 117,768 | 21,411 | 22,588 | 100.00% | 100.00% |
06/01/2023 | 4.28% | 0.22 | 0.23 | 119,000 | 119,000 | 119,806 | 119,806 | 27,451 | 28,649 | 99.66% | 99.66% |
05/01/2023 | 3.74% | 0.24 | 0.25 | 120,000 | 120,000 | 121,171 | 121,171 | 31,911 | 33,122 | 100.00% | 100.00% |