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 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 98.80% | 98.80% |
22/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 100.00% | 100.00% |
21/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 99.70% | 99.70% |
20/12/2022 | 92.62% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,108 | 4,027 | 100.00% | 100.00% |
19/12/2022 | 63.45% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,966 | 5,242 | 100.00% | 100.00% |
16/12/2022 | 40.14% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,559 | 7,640 | 96.36% | 96.36% |
15/12/2022 | 47.40% | 0.02 | 0.03 | 1,000,000 | 250,000 | 993,803 | 250,000 | 16,207 | 6,575 | 98.10% | 98.10% |
14/12/2022 | 54.32% | 0.01 | 0.02 | 1,000,000 | 250,000 | 980,130 | 250,000 | 13,407 | 5,926 | 100.00% | 100.00% |