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 | 0.63% | 1.57 | 1.58 | 750,000 | 75,000 | 750,000 | 75,000 | 1,179,150 | 118,665 | 99.97% | 99.97% |
14/12/2023 | 0.60% | 1.57 | 1.58 | 750,000 | 100,000 | 750,000 | 100,000 | 1,255,200 | 168,359 | 97.78% | 97.78% |
13/12/2023 | 0.53% | 1.89 | 1.90 | 750,000 | 100,000 | 750,000 | 100,000 | 1,415,700 | 189,760 | 99.26% | 99.26% |
12/12/2023 | 0.56% | 1.84 | 1.85 | 750,000 | 150,000 | 750,000 | 150,000 | 1,343,180 | 270,136 | 97.50% | 97.50% |
11/12/2023 | 0.57% | 1.78 | 1.79 | 750,000 | 150,000 | 750,000 | 150,000 | 1,312,890 | 264,078 | 99.27% | 99.27% |
08/12/2023 | 0.56% | 1.76 | 1.77 | 750,000 | 150,000 | 750,000 | 150,000 | 1,328,020 | 267,103 | 99.27% | 99.27% |
07/12/2023 | 0.56% | 1.77 | 1.78 | 750,000 | 150,000 | 750,000 | 150,000 | 1,329,190 | 267,337 | 99.27% | 99.27% |
06/12/2023 | 0.55% | 1.79 | 1.80 | 750,000 | 150,000 | 750,000 | 150,000 | 1,354,400 | 272,380 | 98.72% | 98.72% |
05/12/2023 | 0.56% | 1.78 | 1.79 | 750,000 | 150,000 | 750,000 | 150,000 | 1,334,240 | 268,349 | 99.26% | 99.26% |