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 | 10.35% | 0.08 | 0.09 | 225,000 | 25,000 | 225,000 | 25,000 | 20,801 | 2,561 | 100.00% | 100.00% |
15/12/2022 | 7.98% | 0.11 | 0.12 | 225,000 | 50,000 | 225,000 | 50,000 | 27,275 | 6,561 | 99.26% | 99.26% |
14/12/2022 | 6.93% | 0.15 | 0.16 | 225,000 | 50,000 | 225,000 | 50,000 | 31,496 | 7,499 | 100.00% | 100.00% |
13/12/2022 | 7.16% | 0.13 | 0.14 | 225,000 | 50,000 | 225,000 | 50,000 | 30,624 | 7,305 | 97.75% | 97.75% |
12/12/2022 | 9.73% | 0.10 | 0.11 | 225,000 | 50,000 | 225,000 | 50,000 | 22,200 | 5,433 | 99.13% | 99.13% |
09/12/2022 | 7.41% | 0.13 | 0.14 | 225,000 | 75,000 | 297,116 | 60,577 | 43,802 | 9,089 | 89.18% | 89.18% |
08/12/2022 | 1.86% | 0.53 | 0.54 | 400,000 | 25,000 | 400,000 | 25,000 | 212,617 | 13,539 | 100.00% | 100.00% |
07/12/2022 | 1.98% | 0.54 | 0.55 | 400,000 | 25,000 | 400,000 | 25,000 | 200,672 | 12,792 | 99.99% | 99.99% |
06/12/2022 | 1.98% | 0.50 | 0.51 | 400,000 | 25,000 | 400,000 | 25,000 | 200,482 | 12,780 | 100.00% | 100.00% |