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 | 1.08% | 0.95 | 0.96 | 75,000 | 75,000 | 75,000 | 75,000 | 69,314 | 70,064 | 98.81% | 98.81% |
22/12/2022 | 1.01% | 0.92 | 0.93 | 75,000 | 75,000 | 58,076 | 58,076 | 56,928 | 57,508 | 100.00% | 100.00% |
21/12/2022 | 0.99% | 1.01 | 1.02 | 50,000 | 50,000 | 52,613 | 52,613 | 52,966 | 53,492 | 99.70% | 99.70% |
20/12/2022 | 1.03% | 1.01 | 1.02 | 50,000 | 50,000 | 71,111 | 71,111 | 68,644 | 69,356 | 100.00% | 100.00% |
19/12/2022 | 1.09% | 0.88 | 0.89 | 75,000 | 75,000 | 75,000 | 75,000 | 68,457 | 69,207 | 100.00% | 100.00% |
16/12/2022 | 1.16% | 0.90 | 0.91 | 75,000 | 75,000 | 75,000 | 75,000 | 64,546 | 65,296 | 96.37% | 96.37% |
15/12/2022 | 1.18% | 0.83 | 0.84 | 75,000 | 75,000 | 75,000 | 75,000 | 62,992 | 63,742 | 98.17% | 98.17% |
14/12/2022 | 1.02% | 0.99 | 1.00 | 75,000 | 75,000 | 75,000 | 75,000 | 73,406 | 74,156 | 100.00% | 100.00% |