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 | 13.98% | 0.04 | 0.05 | 300,000 | 75,000 | 304,826 | 75,000 | 20,948 | 5,929 | 100.00% | 100.00% |
15/12/2022 | 4.99% | 0.10 | 0.11 | 300,000 | 100,000 | 310,557 | 103,519 | 67,663 | 23,590 | 99.20% | 99.20% |
14/12/2022 | 3.07% | 0.32 | 0.33 | 300,000 | 100,000 | 300,000 | 100,000 | 96,300 | 33,100 | 100.00% | 100.00% |
13/12/2022 | 3.09% | 0.30 | 0.31 | 300,000 | 100,000 | 300,000 | 100,000 | 96,642 | 33,214 | 98.84% | 98.84% |
12/12/2022 | 3.51% | 0.28 | 0.29 | 300,000 | 100,000 | 300,000 | 100,000 | 84,244 | 29,081 | 100.00% | 100.00% |
09/12/2022 | 2.79% | 0.36 | 0.37 | 300,000 | 100,000 | 300,000 | 100,000 | 106,537 | 36,512 | 100.00% | 100.00% |
08/12/2022 | 2.66% | 0.31 | 0.32 | 300,000 | 100,000 | 300,000 | 100,000 | 111,859 | 38,286 | 100.00% | 100.00% |
07/12/2022 | 2.07% | 0.47 | 0.48 | 300,000 | 100,000 | 300,000 | 100,000 | 143,638 | 48,879 | 99.84% | 99.84% |
06/12/2022 | 1.69% | 0.55 | 0.56 | 300,000 | 100,000 | 300,000 | 100,000 | 175,892 | 59,631 | 100.00% | 100.00% |