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 | - | - |
09/01/2023 | 2.02% | 0.31 | 0.50 | 250,000 | 250,000 | 250,000 | 250,000 | 122,617 | 125,117 | 0.35% | 53.77% |
06/01/2023 | 1.18% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 250,000 | 213,230 | 215,730 | 98.69% | 98.69% |
05/01/2023 | 1.19% | 0.85 | 0.86 | 250,000 | 250,000 | 250,000 | 250,000 | 208,864 | 211,364 | 98.54% | 98.54% |
04/01/2023 | 1.06% | 0.80 | 0.81 | 250,000 | 250,000 | 250,000 | 250,000 | 235,546 | 238,046 | 99.59% | 99.59% |
03/01/2023 | 0.76% | 1.35 | 1.36 | 250,000 | 250,000 | 250,000 | 250,000 | 330,208 | 332,708 | 99.22% | 99.22% |
30/12/2022 | 0.55% | 1.90 | 1.91 | 250,000 | 250,000 | 250,000 | 250,000 | 453,014 | 455,514 | 59.33% | 59.33% |
29/12/2022 | 0.55% | 1.64 | 1.65 | 250,000 | 250,000 | 250,000 | 250,000 | 451,119 | 453,619 | 99.49% | 99.49% |
28/12/2022 | 0.55% | 1.91 | 1.92 | 250,000 | 250,000 | 250,000 | 250,000 | 451,356 | 453,856 | 99.94% | 99.94% |
27/12/2022 | 0.58% | 1.76 | 1.77 | 250,000 | 250,000 | 250,000 | 250,000 | 429,337 | 431,837 | 99.88% | 99.88% |