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 | - | - |
16/01/2023 | 8.14% | 0.01 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 35,414 | 38,414 | 0.98% | 14.00% |
13/01/2023 | 4.46% | 0.19 | 0.20 | 300,000 | 300,000 | 299,981 | 299,989 | 66,596 | 69,605 | 52.75% | 100.00% |
12/01/2023 | 4.46% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 67,330 | 70,334 | 22.86% | 99.67% |
11/01/2023 | 3.26% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 299,999 | 95,472 | 98,472 | 97.85% | 100.00% |
10/01/2023 | 1.85% | 0.46 | 0.47 | 300,000 | 300,000 | 300,000 | 300,000 | 161,229 | 164,229 | 98.17% | 98.17% |
09/01/2023 | 2.36% | 0.33 | 0.34 | 300,000 | 300,000 | 300,000 | 299,999 | 126,730 | 129,730 | 100.00% | 100.00% |
06/01/2023 | 1.59% | 0.53 | 0.54 | 300,000 | 300,000 | 300,000 | 299,998 | 187,601 | 190,600 | 99.13% | 99.13% |
05/01/2023 | 1.55% | 0.68 | 0.69 | 300,000 | 300,000 | 299,992 | 300,000 | 192,964 | 195,969 | 98.29% | 98.29% |
04/01/2023 | 1.65% | 0.57 | 0.58 | 300,000 | 300,000 | 299,999 | 299,995 | 181,327 | 184,325 | 99.81% | 99.81% |