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 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 100.00% | 100.00% |
15/12/2022 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.20% | 99.20% |
14/12/2022 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 100.00% | 100.00% |
13/12/2022 | 71.77% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,493 | 9,746 | 97.69% | 97.71% |
12/12/2022 | 146.93% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,829 | 5,914 | 100.00% | 100.00% |
09/12/2022 | 127.79% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,924 | 6,462 | 100.00% | 100.00% |
08/12/2022 | 116.21% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,670 | 6,835 | 100.00% | 100.00% |
07/12/2022 | 66.67% | 0.01 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 55.94% | 99.84% |
06/12/2022 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 85.10% | 100.00% |