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 | - | - |
23/11/2023 | 0.55% | 36.55 | 36.75 | 500,000 | 500,000 | 500,000 | 500,000 | 182,169 | 183,169 | 99.37% | 99.37% |
22/11/2023 | 0.53% | 37.90 | 38.10 | 500,000 | 500,000 | 500,000 | 500,000 | 189,887 | 190,887 | 99.38% | 99.38% |
21/11/2023 | 0.47% | 41.40 | 41.60 | 500,000 | 500,000 | 500,000 | 500,000 | 210,730 | 211,730 | 87.00% | 87.00% |
20/11/2023 | 0.45% | 44.20 | 44.40 | 500,000 | 500,000 | 500,000 | 500,000 | 219,416 | 220,416 | 99.28% | 99.28% |
17/11/2023 | 0.53% | 47.05 | 47.30 | 500,000 | 500,000 | 499,988 | 500,000 | 236,404 | 237,660 | 99.36% | 99.36% |
16/11/2023 | 0.54% | 46.35 | 46.60 | 500,000 | 500,000 | 500,000 | 500,000 | 232,570 | 233,820 | 86.22% | 86.22% |
15/11/2023 | 0.53% | 46.50 | 46.75 | 500,000 | 500,000 | 500,000 | 500,000 | 235,606 | 236,856 | 99.37% | 99.37% |
14/11/2023 | 0.49% | 45.45 | 45.70 | 500,000 | 500,000 | 500,000 | 500,000 | 222,761 | 223,855 | 99.37% | 99.37% |
13/11/2023 | 0.46% | 44.10 | 44.30 | 500,000 | 500,000 | 500,000 | 500,000 | 218,581 | 219,581 | 99.37% | 99.37% |