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 | - | - |
18/01/2023 | - | 0.01 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.57% |
17/01/2023 | 10.14% | 0.07 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 46,921 | 51,921 | 31.80% | 98.64% |
16/01/2023 | 7.90% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 61,127 | 66,127 | 100.00% | 100.00% |
13/01/2023 | 6.67% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 72,997 | 77,997 | 99.71% | 99.71% |
12/01/2023 | 6.26% | 0.15 | 0.16 | 500,000 | 500,000 | 492,326 | 492,326 | 86,395 | 91,433 | 99.26% | 99.26% |
11/01/2023 | 7.85% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 64,212 | 69,213 | 64.15% | 86.57% |
10/01/2023 | 9.92% | 0.08 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 48,088 | 53,088 | 25.18% | 100.00% |
09/01/2023 | 9.65% | 0.04 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 49,472 | 54,472 | 47.24% | 100.00% |
06/01/2023 | 4.22% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 118,017 | 123,017 | 98.66% | 98.66% |