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 | 0.50% | 100.06 | 100.56 | 209,000 | 209,000 | 209,471 | 209,471 | 209,593 | 210,640 | 100.00% | 100.00% |
27/12/2023 | 0.50% | 100.15 | 100.65 | 213,000 | 213,000 | 213,000 | 213,000 | 213,186 | 214,251 | 100.00% | 100.00% |
22/12/2023 | 0.50% | 100.07 | 100.57 | 213,000 | 213,000 | 213,471 | 213,471 | 213,632 | 214,699 | 100.00% | 100.00% |
21/12/2023 | 0.50% | 100.12 | 100.62 | 214,000 | 214,000 | 214,471 | 214,471 | 214,786 | 215,858 | 100.00% | 100.00% |
20/12/2023 | 0.50% | 100.20 | 100.70 | 215,000 | 215,000 | 215,000 | 215,000 | 215,486 | 216,561 | 100.00% | 100.00% |
19/12/2023 | 0.50% | 100.13 | 100.63 | 216,000 | 216,000 | 216,000 | 216,000 | 216,328 | 217,408 | 100.00% | 100.00% |
18/12/2023 | 0.50% | 100.18 | 100.68 | 216,000 | 216,000 | 216,471 | 216,471 | 216,905 | 217,987 | 100.00% | 100.00% |
15/12/2023 | 0.50% | 100.29 | 100.79 | 216,000 | 216,000 | 216,000 | 216,000 | 216,626 | 217,706 | 100.00% | 100.00% |
14/12/2023 | 0.50% | 100.27 | 100.77 | 217,000 | 217,000 | 217,000 | 217,000 | 217,769 | 218,854 | 100.00% | 100.00% |