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 | - | - |
27/12/2022 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/12/2022 | 1.44% | 0.72 | 0.73 | 75,000 | 75,000 | 75,000 | 75,000 | 51,869 | 52,619 | 98.81% | 98.81% |
22/12/2022 | 1.32% | 0.69 | 0.70 | 75,000 | 75,000 | 75,000 | 75,000 | 56,648 | 57,398 | 100.00% | 100.00% |
21/12/2022 | 1.28% | 0.78 | 0.79 | 75,000 | 75,000 | 75,000 | 75,000 | 58,229 | 58,979 | 99.70% | 99.70% |
20/12/2022 | 1.35% | 0.78 | 0.79 | 75,000 | 75,000 | 75,436 | 75,437 | 55,519 | 56,273 | 100.00% | 100.00% |
19/12/2022 | 1.46% | 0.64 | 0.65 | 100,000 | 100,000 | 77,509 | 77,509 | 52,700 | 53,476 | 100.00% | 100.00% |
16/12/2022 | 1.58% | 0.66 | 0.67 | 100,000 | 100,000 | 98,923 | 98,923 | 62,233 | 63,223 | 96.36% | 96.36% |
15/12/2022 | 1.63% | 0.60 | 0.61 | 100,000 | 100,000 | 99,569 | 99,569 | 60,661 | 61,657 | 98.14% | 98.14% |
14/12/2022 | 1.33% | 0.76 | 0.77 | 75,000 | 75,000 | 75,663 | 75,663 | 56,610 | 57,367 | 100.00% | 100.00% |