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 | 5.80% | 0.01 | 0.12 | 300,000 | 300,000 | 300,000 | 299,989 | 52,454 | 55,452 | 40.92% | 72.44% |
13/01/2023 | 3.38% | 0.30 | 0.31 | 300,000 | 300,000 | 299,915 | 299,913 | 89,343 | 92,342 | 100.00% | 100.00% |
12/01/2023 | 3.24% | 0.29 | 0.30 | 300,000 | 300,000 | 299,998 | 300,000 | 91,998 | 94,998 | 60.29% | 99.67% |
11/01/2023 | 2.46% | 0.38 | 0.39 | 300,000 | 300,000 | 299,997 | 299,985 | 124,395 | 127,390 | 100.00% | 100.00% |
10/01/2023 | 1.57% | 0.55 | 0.56 | 300,000 | 300,000 | 299,998 | 299,999 | 190,389 | 193,390 | 98.18% | 98.18% |
09/01/2023 | 1.91% | 0.43 | 0.44 | 300,000 | 300,000 | 299,996 | 299,993 | 156,039 | 159,038 | 100.00% | 100.00% |
06/01/2023 | 1.38% | 0.62 | 0.63 | 300,000 | 300,000 | 299,998 | 299,987 | 215,724 | 218,716 | 99.13% | 99.13% |
05/01/2023 | 1.34% | 0.78 | 0.79 | 300,000 | 300,000 | 300,000 | 299,992 | 222,280 | 225,275 | 98.30% | 98.30% |
04/01/2023 | 1.42% | 0.66 | 0.67 | 300,000 | 300,000 | 299,995 | 299,930 | 210,957 | 213,911 | 99.81% | 99.81% |