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 | - | - |
12/01/2023 | - | 0.22 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 9.22% |
11/01/2023 | 2.07% | 0.36 | 0.44 | 200,000 | 200,000 | 200,000 | 200,000 | 95,706 | 97,706 | 9.86% | 87.26% |
10/01/2023 | 1.70% | 0.53 | 0.54 | 200,000 | 200,000 | 200,000 | 200,000 | 116,617 | 118,617 | 100.00% | 100.00% |
09/01/2023 | 1.64% | 0.45 | 0.46 | 200,000 | 200,000 | 200,000 | 200,000 | 123,283 | 125,283 | 99.99% | 100.00% |
06/01/2023 | 1.02% | 0.78 | 0.79 | 200,000 | 200,000 | 200,000 | 200,000 | 196,449 | 198,449 | 98.78% | 98.78% |
05/01/2023 | 0.97% | 1.03 | 1.04 | 200,000 | 200,000 | 200,000 | 200,000 | 205,563 | 207,563 | 98.58% | 98.58% |
04/01/2023 | 0.92% | 0.99 | 1.00 | 200,000 | 200,000 | 200,000 | 200,000 | 216,536 | 218,536 | 100.00% | 100.00% |
03/01/2023 | 0.73% | 1.40 | 1.41 | 200,000 | 200,000 | 200,000 | 200,000 | 272,077 | 274,077 | 99.77% | 99.77% |
30/12/2022 | 0.56% | 1.87 | 1.88 | 200,000 | 200,000 | 200,000 | 200,000 | 355,596 | 357,596 | 100.00% | 100.00% |