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 | 2.06% | 0.68 | 0.70 | 450,000 | 50,000 | 450,000 | 50,000 | 323,891 | 36,738 | 100.00% | 100.00% |
15/12/2022 | 1.65% | 0.81 | 0.83 | 450,000 | 50,000 | 450,000 | 50,000 | 407,401 | 46,017 | 99.28% | 99.28% |
14/12/2022 | 1.38% | 1.04 | 1.06 | 450,000 | 50,000 | 450,000 | 50,000 | 485,205 | 54,662 | 100.00% | 100.00% |
13/12/2022 | 0.96% | 1.13 | 1.14 | 450,000 | 150,000 | 450,000 | 150,000 | 471,575 | 158,692 | 97.73% | 97.73% |
12/12/2022 | 1.18% | 0.90 | 0.91 | 450,000 | 150,000 | 450,000 | 150,000 | 380,740 | 128,413 | 100.00% | 100.00% |
09/12/2022 | 1.18% | 0.84 | 0.85 | 450,000 | 150,000 | 450,000 | 150,000 | 379,515 | 128,005 | 100.00% | 100.00% |
08/12/2022 | 1.34% | 0.79 | 0.80 | 450,000 | 150,000 | 501,557 | 150,000 | 370,231 | 112,669 | 100.00% | 100.00% |
07/12/2022 | 1.42% | 0.74 | 0.75 | 600,000 | 150,000 | 577,995 | 150,000 | 403,825 | 106,520 | 100.00% | 100.00% |
06/12/2022 | 1.28% | 0.73 | 0.74 | 600,000 | 150,000 | 495,821 | 150,000 | 384,546 | 118,479 | 100.00% | 100.00% |