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 | - | - |
15/12/2023 | 0.36% | 2.77 | 2.78 | 225,000 | 50,000 | 225,000 | 50,000 | 622,552 | 138,845 | 99.97% | 99.97% |
14/12/2023 | 0.38% | 2.69 | 2.70 | 225,000 | 50,000 | 225,000 | 50,000 | 595,879 | 132,917 | 97.91% | 97.91% |
13/12/2023 | 0.40% | 2.50 | 2.51 | 225,000 | 50,000 | 225,000 | 50,000 | 561,743 | 125,332 | 99.36% | 99.36% |
12/12/2023 | 0.40% | 2.50 | 2.51 | 225,000 | 50,000 | 225,000 | 50,000 | 567,350 | 126,578 | 97.60% | 97.60% |
11/12/2023 | 0.39% | 2.58 | 2.59 | 225,000 | 50,000 | 225,000 | 50,000 | 578,293 | 129,009 | 99.38% | 99.38% |
08/12/2023 | 0.39% | 2.55 | 2.56 | 225,000 | 50,000 | 225,000 | 50,000 | 578,190 | 128,987 | 99.36% | 99.36% |
07/12/2023 | 0.39% | 2.53 | 2.54 | 225,000 | 50,000 | 225,000 | 50,000 | 571,017 | 127,393 | 99.37% | 99.37% |
06/12/2023 | 0.39% | 2.57 | 2.58 | 225,000 | 50,000 | 225,000 | 50,000 | 576,154 | 128,534 | 98.82% | 98.82% |
05/12/2023 | 0.38% | 2.59 | 2.60 | 225,000 | 50,000 | 225,000 | 50,000 | 583,368 | 130,137 | 99.33% | 99.33% |