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 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 100.00% | 100.00% |
19/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 100.00% | 100.00% |
16/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 96.36% | 96.36% |
15/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 993,819 | 250,000 | 4,969 | 3,750 | 98.10% | 98.10% |
14/12/2022 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 980,127 | 250,000 | 4,901 | 3,750 | 100.00% | 100.00% |