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 | - | - |
11/01/2023 | 3.94% | 0.02 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 78,200 | 81,200 | 62.81% | 81.77% |
10/01/2023 | 2.28% | 0.36 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 130,847 | 133,847 | 98.17% | 98.17% |
09/01/2023 | 3.26% | 0.22 | 0.23 | 300,000 | 300,000 | 299,987 | 300,000 | 91,818 | 94,821 | 100.00% | 100.00% |
06/01/2023 | 1.96% | 0.40 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 152,682 | 155,682 | 99.12% | 99.12% |
05/01/2023 | 1.88% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 158,281 | 161,281 | 98.29% | 98.29% |
04/01/2023 | 2.01% | 0.45 | 0.46 | 300,000 | 300,000 | 299,995 | 299,989 | 149,105 | 152,102 | 99.81% | 99.81% |
03/01/2023 | 1.25% | 0.78 | 0.79 | 300,000 | 300,000 | 299,999 | 299,999 | 239,128 | 242,128 | 100.00% | 100.00% |
30/12/2022 | 0.91% | 1.17 | 1.18 | 300,000 | 300,000 | 300,000 | 300,000 | 328,922 | 331,922 | 99.46% | 99.46% |
29/12/2022 | 0.92% | 0.98 | 0.99 | 300,000 | 300,000 | 300,000 | 300,000 | 326,192 | 329,192 | 99.68% | 99.68% |