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 | - | - |
16/12/2022 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/12/2022 | 9.82% | 0.03 | 0.04 | 1,000,000 | 250,000 | 500,014 | 327,081 | 49,412 | 44,417 | 92.24% | 92.24% |
14/12/2022 | 4.27% | 0.28 | 0.29 | 200,000 | 200,000 | 233,598 | 233,598 | 53,571 | 55,907 | 100.00% | 100.00% |
13/12/2022 | 4.05% | 0.25 | 0.26 | 200,000 | 200,000 | 216,684 | 216,684 | 52,567 | 54,734 | 95.01% | 95.01% |
12/12/2022 | 5.63% | 0.19 | 0.20 | 275,000 | 275,000 | 301,086 | 301,081 | 52,006 | 55,016 | 100.00% | 100.00% |
09/12/2022 | 4.87% | 0.21 | 0.22 | 250,000 | 250,000 | 260,231 | 260,275 | 52,261 | 54,872 | 100.00% | 100.00% |
08/12/2022 | 5.73% | 0.17 | 0.18 | 300,000 | 300,000 | 305,710 | 305,673 | 51,858 | 54,910 | 100.00% | 100.00% |
07/12/2022 | 4.84% | 0.22 | 0.23 | 250,000 | 250,000 | 257,669 | 257,671 | 51,940 | 54,518 | 99.70% | 99.70% |
06/12/2022 | 3.43% | 0.25 | 0.26 | 200,000 | 200,000 | 183,958 | 183,959 | 52,787 | 54,627 | 100.00% | 100.00% |