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 | - | - |
27/12/2022 | - | 0.00 | 0.01 | 1,000,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/12/2022 | 163.64% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,500 | 98.80% | 98.80% |
22/12/2022 | 156.79% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,429 | 2,679 | 100.00% | 100.00% |
21/12/2022 | 98.36% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,246 | 3,811 | 99.70% | 99.70% |
20/12/2022 | 99.06% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,538 | 3,875 | 100.00% | 100.00% |
19/12/2022 | 137.32% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,651 | 3,167 | 100.00% | 100.00% |
16/12/2022 | 131.89% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,992 | 3,254 | 96.36% | 96.36% |
15/12/2022 | 101.49% | 0.01 | 0.02 | 1,000,000 | 250,000 | 993,793 | 250,000 | 4,874 | 3,750 | 98.11% | 98.11% |
14/12/2022 | 52.24% | 0.02 | 0.03 | 1,000,000 | 250,000 | 980,177 | 250,000 | 14,030 | 6,082 | 100.00% | 100.00% |