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 | - | 0.01 | 0.02 | 1,000,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/12/2022 | 20.49% | 0.04 | 0.05 | 1,000,000 | 250,000 | 998,771 | 293,216 | 43,993 | 16,065 | 98.81% | 98.81% |
22/12/2022 | 19.12% | 0.05 | 0.06 | 925,000 | 475,000 | 972,671 | 353,660 | 46,486 | 21,092 | 100.00% | 100.00% |
21/12/2022 | 21.76% | 0.04 | 0.05 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,376 | 12,844 | 99.70% | 99.70% |
20/12/2022 | 17.27% | 0.04 | 0.05 | 1,000,000 | 250,000 | 909,273 | 419,876 | 48,589 | 27,424 | 100.00% | 100.00% |
19/12/2022 | 10.65% | 0.12 | 0.13 | 500,000 | 500,000 | 574,556 | 344,255 | 51,151 | 34,729 | 100.00% | 100.00% |
16/12/2022 | 8.02% | 0.10 | 0.11 | 475,000 | 475,000 | 431,033 | 431,033 | 51,630 | 55,940 | 96.36% | 96.36% |
15/12/2022 | 9.56% | 0.10 | 0.11 | 500,000 | 500,000 | 511,760 | 453,600 | 51,049 | 50,315 | 98.10% | 98.10% |
14/12/2022 | 13.08% | 0.07 | 0.08 | 775,000 | 400,000 | 695,184 | 363,069 | 49,710 | 29,590 | 100.00% | 100.00% |