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 | 22.36% | 0.06 | 0.07 | 300,000 | 100,000 | 428,872 | 142,957 | 17,308 | 7,199 | 100.00% | 100.00% |
15/12/2022 | 31.00% | 0.06 | 0.07 | 450,000 | 150,000 | 705,746 | 235,249 | 21,202 | 9,420 | 99.20% | 99.20% |
14/12/2022 | 28.34% | 0.03 | 0.04 | 750,000 | 250,000 | 750,000 | 250,000 | 22,771 | 10,090 | 100.00% | 100.00% |
13/12/2022 | 20.63% | 0.04 | 0.05 | 750,000 | 250,000 | 750,000 | 250,000 | 33,676 | 13,725 | 98.85% | 98.85% |
12/12/2022 | 17.06% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 40,525 | 16,008 | 100.00% | 100.00% |
09/12/2022 | 16.86% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 41,430 | 16,310 | 100.00% | 100.00% |
08/12/2022 | 15.33% | 0.07 | 0.08 | 750,000 | 250,000 | 750,000 | 250,000 | 45,516 | 17,672 | 100.00% | 100.00% |
07/12/2022 | 21.61% | 0.04 | 0.05 | 750,000 | 250,000 | 750,000 | 250,000 | 31,223 | 12,908 | 99.84% | 99.84% |
06/12/2022 | 28.48% | 0.03 | 0.04 | 750,000 | 250,000 | 750,000 | 250,000 | 22,607 | 10,036 | 100.00% | 100.00% |