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 | - | - |
03/02/2023 | 4.40% | 0.17 | 0.18 | 55,000 | 55,000 | 54,978 | 55,000 | 12,492 | 13,046 | 40.91% | 40.91% |
02/02/2023 | 4.09% | 0.20 | 0.21 | 55,000 | 55,000 | 55,000 | 54,996 | 13,303 | 13,851 | 97.98% | 97.98% |
01/02/2023 | 2.36% | 0.45 | 0.46 | 55,000 | 55,000 | 55,000 | 55,000 | 23,063 | 23,613 | 100.00% | 100.00% |
31/01/2023 | 2.19% | 0.47 | 0.48 | 55,000 | 55,000 | 54,996 | 55,000 | 25,087 | 25,639 | 100.00% | 100.00% |
30/01/2023 | 2.65% | 0.32 | 0.33 | 55,000 | 55,000 | 55,000 | 55,000 | 20,573 | 21,123 | 100.00% | 100.00% |
27/01/2023 | 2.53% | 0.39 | 0.40 | 55,000 | 55,000 | 55,000 | 55,000 | 21,546 | 22,096 | 100.00% | 100.00% |
26/01/2023 | 3.06% | 0.36 | 0.37 | 55,000 | 55,000 | 55,000 | 54,996 | 17,797 | 18,345 | 100.00% | 100.00% |
25/01/2023 | 1.40% | 0.48 | 0.49 | 55,000 | 55,000 | 55,000 | 54,996 | 40,556 | 41,103 | 100.00% | 100.00% |
24/01/2023 | 1.43% | 0.80 | 0.81 | 55,000 | 55,000 | 55,000 | 55,000 | 38,342 | 38,892 | 100.00% | 100.00% |