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% | 100.61 | 101.11 | 250,000 | 250,000 | 250,000 | 250,000 | 251,542 | 252,792 | 100.00% | 100.00% |
27/12/2023 | 0.50% | 100.60 | 101.10 | 250,000 | 250,000 | 250,000 | 249,993 | 251,500 | 252,743 | 100.00% | 100.00% |
22/12/2023 | 0.50% | 100.55 | 101.05 | 250,000 | 250,000 | 250,000 | 250,000 | 251,350 | 252,600 | 100.00% | 100.00% |
21/12/2023 | 0.50% | 100.59 | 101.09 | 250,000 | 250,000 | 250,000 | 250,000 | 251,454 | 252,704 | 100.00% | 100.00% |
20/12/2023 | 0.50% | 100.60 | 101.10 | 250,000 | 250,000 | 250,000 | 250,000 | 251,500 | 252,750 | 100.00% | 100.00% |
19/12/2023 | 0.50% | 100.61 | 101.11 | 250,000 | 250,000 | 250,000 | 250,000 | 251,552 | 252,802 | 100.00% | 100.00% |
18/12/2023 | 0.50% | 100.68 | 101.18 | 250,000 | 250,000 | 250,000 | 250,000 | 251,696 | 252,946 | 100.00% | 100.00% |
15/12/2023 | 0.50% | 100.67 | 101.17 | 250,000 | 250,000 | 250,000 | 250,000 | 251,679 | 252,929 | 100.00% | 100.00% |
14/12/2023 | 0.50% | 100.76 | 101.26 | 250,000 | 250,000 | 250,000 | 250,000 | 251,483 | 252,733 | 100.00% | 100.00% |