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 | - | - |
01/02/2023 | 1.80% | 0.56 | 0.57 | 250,000 | 250,000 | 249,995 | 250,000 | 138,472 | 140,978 | 8.28% | 99.77% |
31/01/2023 | 1.07% | 0.71 | 0.72 | 250,000 | 250,000 | 93,699 | 93,706 | 81,060 | 82,006 | 99.72% | 99.72% |
30/01/2023 | 1.33% | 0.68 | 0.69 | 250,000 | 250,000 | 93,679 | 93,679 | 66,559 | 67,496 | 100.00% | 100.00% |
27/01/2023 | 1.60% | 0.61 | 0.62 | 250,000 | 250,000 | 93,693 | 93,691 | 54,471 | 55,407 | 100.00% | 100.00% |
26/01/2023 | 1.22% | 0.88 | 0.89 | 250,000 | 250,000 | 93,719 | 93,732 | 76,417 | 77,365 | 99.87% | 99.87% |
25/01/2023 | 0.79% | 1.38 | 1.39 | 250,000 | 250,000 | 93,723 | 93,695 | 125,516 | 126,418 | 100.00% | 100.00% |
24/01/2023 | 0.97% | 0.99 | 1.00 | 250,000 | 250,000 | 90,270 | 90,272 | 94,454 | 95,358 | 97.86% | 97.86% |
23/01/2023 | 0.77% | 0.88 | 0.89 | 250,000 | 250,000 | 93,679 | 93,681 | 114,066 | 115,005 | 100.00% | 100.00% |
20/01/2023 | 0.52% | 1.72 | 1.73 | 250,000 | 250,000 | 93,711 | 93,714 | 177,087 | 178,029 | 100.00% | 100.00% |