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 | - | - |
27/12/2023 | 10.50% | 0.01 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 45,138 | 50,138 | 53.41% | 97.02% |
22/12/2023 | 9.41% | 0.11 | 0.12 | 500,000 | 500,000 | 499,912 | 499,912 | 51,090 | 56,091 | 86.46% | 97.80% |
21/12/2023 | 5.92% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 82,822 | 87,822 | 65.30% | 65.30% |
20/12/2023 | 5.56% | 0.16 | 0.17 | 500,000 | 500,000 | 498,704 | 498,704 | 89,307 | 94,314 | 100.00% | 100.00% |
19/12/2023 | 4.89% | 0.17 | 0.18 | 500,000 | 500,000 | 499,682 | 499,682 | 101,601 | 106,602 | 98.55% | 98.55% |
18/12/2023 | 4.11% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 119,129 | 124,129 | 100.00% | 100.00% |
15/12/2023 | 4.37% | 0.23 | 0.24 | 500,000 | 500,000 | 499,193 | 499,193 | 113,132 | 118,136 | 100.00% | 100.00% |
14/12/2023 | 3.98% | 0.21 | 0.22 | 500,000 | 500,000 | 499,773 | 499,773 | 123,961 | 128,962 | 98.69% | 98.69% |
13/12/2023 | 3.11% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 158,284 | 163,284 | 65.28% | 65.28% |