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 | 0.90% | 1.11 | 1.12 | 130,000 | 130,000 | 130,000 | 130,000 | 144,258 | 145,558 | 100.00% | 100.00% |
14/12/2023 | 0.87% | 1.10 | 1.11 | 330,000 | 330,000 | 176,180 | 176,180 | 203,857 | 205,622 | 98.83% | 98.83% |
13/12/2023 | 0.85% | 1.18 | 1.19 | 320,000 | 320,000 | 175,101 | 175,101 | 208,768 | 210,522 | 99.38% | 99.38% |
12/12/2023 | 0.87% | 1.16 | 1.17 | 320,000 | 320,000 | 176,768 | 176,768 | 204,622 | 206,394 | 99.60% | 99.60% |
11/12/2023 | 0.87% | 1.13 | 1.14 | 320,000 | 320,000 | 176,864 | 176,864 | 204,491 | 206,263 | 99.54% | 99.54% |
08/12/2023 | 0.89% | 1.17 | 1.18 | 310,000 | 310,000 | 176,694 | 176,694 | 202,627 | 204,399 | 99.78% | 99.78% |
07/12/2023 | 0.90% | 1.13 | 1.14 | 320,000 | 320,000 | 176,939 | 176,939 | 198,681 | 200,455 | 100.00% | 100.00% |
06/12/2023 | 0.87% | 1.15 | 1.16 | 320,000 | 320,000 | 176,689 | 176,689 | 205,590 | 207,362 | 99.72% | 99.72% |
05/12/2023 | 0.90% | 1.16 | 1.17 | 320,000 | 320,000 | 176,822 | 176,822 | 200,267 | 202,040 | 99.87% | 99.87% |