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 | - | - |
24/01/2023 | 0.12% | 8.24 | 8.17 | 230,000 | 46,000 | 46,000 | 46,000 | 375,665 | 376,125 | 6.39% | 96.98% |
23/01/2023 | 0.12% | 8.33 | 8.34 | 237,000 | 237,000 | 109,819 | 109,819 | 923,963 | 925,061 | 99.79% | 99.79% |
20/01/2023 | 0.12% | 8.58 | 8.59 | 254,000 | 254,000 | 116,194 | 116,194 | 1,001,400 | 1,002,560 | 99.68% | 99.68% |
19/01/2023 | 0.12% | 8.67 | 8.68 | 264,000 | 264,000 | 118,629 | 118,629 | 1,025,910 | 1,027,090 | 99.26% | 99.26% |
18/01/2023 | 0.12% | 8.51 | 8.52 | 257,000 | 257,000 | 112,753 | 112,753 | 948,820 | 949,948 | 98.99% | 98.99% |
17/01/2023 | 0.11% | 8.67 | 8.68 | 260,000 | 260,000 | 119,465 | 119,465 | 1,041,060 | 1,042,260 | 99.59% | 99.59% |
16/01/2023 | 0.11% | 8.88 | 8.89 | 55,000 | 55,000 | 57,005 | 57,005 | 506,663 | 507,233 | 97.80% | 97.80% |
13/01/2023 | 0.11% | 8.96 | 8.97 | 280,000 | 280,000 | 128,154 | 128,154 | 1,155,280 | 1,156,560 | 99.06% | 99.06% |
12/01/2023 | 0.11% | 8.97 | 8.98 | 280,000 | 280,000 | 125,224 | 125,224 | 1,119,780 | 1,121,030 | 97.43% | 97.43% |