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 | - | - |
28/12/2023 | 1.05% | 95.25 | 96.25 | 209,000 | 209,000 | 209,453 | 209,453 | 199,199 | 201,294 | 100.00% | 100.00% |
27/12/2023 | 1.04% | 94.88 | 95.88 | 213,000 | 213,000 | 213,000 | 213,000 | 202,812 | 204,942 | 100.00% | 100.00% |
22/12/2023 | 1.05% | 95.17 | 96.17 | 213,000 | 213,000 | 213,471 | 213,471 | 202,369 | 204,503 | 100.00% | 100.00% |
21/12/2023 | 1.06% | 93.78 | 94.78 | 214,000 | 214,000 | 214,470 | 214,470 | 200,434 | 202,579 | 100.00% | 100.00% |
20/12/2023 | 1.06% | 93.59 | 94.59 | 215,000 | 215,000 | 215,000 | 215,000 | 201,582 | 203,732 | 100.00% | 100.00% |
19/12/2023 | 1.06% | 94.63 | 95.63 | 216,000 | 216,000 | 216,000 | 216,000 | 203,007 | 205,167 | 100.00% | 100.00% |
18/12/2023 | 1.08% | 92.96 | 93.96 | 216,000 | 216,000 | 216,454 | 216,454 | 199,580 | 201,745 | 100.00% | 100.00% |
15/12/2023 | 1.08% | 92.60 | 93.60 | 216,000 | 216,000 | 216,000 | 216,000 | 199,743 | 201,903 | 100.00% | 100.00% |
14/12/2023 | 1.09% | 91.09 | 92.09 | 217,000 | 217,000 | 217,000 | 217,000 | 198,471 | 200,641 | 99.60% | 99.60% |