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 | 4.10% | 0.02 | 0.19 | 300,000 | 300,000 | 299,958 | 300,000 | 74,206 | 77,223 | 13.67% | 46.86% |
10/01/2023 | 3.09% | 0.24 | 0.25 | 300,000 | 300,000 | 299,993 | 299,996 | 96,578 | 99,580 | 98.17% | 98.17% |
09/01/2023 | 4.55% | 0.11 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 65,552 | 68,553 | 87.51% | 100.00% |
06/01/2023 | 2.41% | 0.31 | 0.32 | 300,000 | 300,000 | 299,999 | 300,000 | 124,309 | 127,310 | 99.13% | 99.13% |
05/01/2023 | 2.25% | 0.48 | 0.49 | 300,000 | 300,000 | 300,000 | 300,000 | 132,289 | 135,289 | 98.30% | 98.30% |
04/01/2023 | 2.49% | 0.36 | 0.37 | 300,000 | 300,000 | 299,999 | 300,000 | 119,835 | 122,835 | 99.81% | 99.81% |
03/01/2023 | 1.45% | 0.67 | 0.68 | 300,000 | 300,000 | 299,979 | 300,000 | 206,874 | 209,889 | 100.00% | 100.00% |
30/12/2022 | 1.00% | 1.07 | 1.08 | 300,000 | 300,000 | 299,994 | 300,000 | 297,663 | 300,668 | 99.55% | 99.55% |
29/12/2022 | 1.01% | 0.88 | 0.89 | 300,000 | 300,000 | 300,000 | 300,000 | 295,502 | 298,502 | 99.69% | 99.69% |