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 | - | - |
18/01/2023 | - | 0.01 | 0.10 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 74.33% |
17/01/2023 | 7.15% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 68,121 | 73,121 | 98.64% | 98.64% |
16/01/2023 | 5.38% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 90,655 | 95,655 | 100.00% | 100.00% |
13/01/2023 | 4.78% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 102,485 | 107,485 | 99.71% | 99.71% |
12/01/2023 | 4.69% | 0.21 | 0.22 | 500,000 | 500,000 | 492,318 | 492,318 | 115,438 | 120,477 | 99.27% | 99.27% |
11/01/2023 | 5.74% | 0.21 | 0.22 | 500,000 | 500,000 | 500,000 | 500,000 | 87,382 | 92,382 | 86.57% | 86.57% |
10/01/2023 | 7.20% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 67,613 | 72,613 | 100.00% | 100.00% |
09/01/2023 | 7.32% | 0.10 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 68,138 | 73,138 | 99.47% | 100.00% |
06/01/2023 | 3.37% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 500,000 | 147,469 | 152,469 | 98.76% | 98.76% |