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 | - | - |
16/12/2022 | 64.74% | 0.01 | 0.02 | 1,000,000 | 400,000 | 1,000,000 | 448,782 | 10,683 | 9,208 | 99.10% | 99.10% |
15/12/2022 | 157.12% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,493 | 5,747 | 93.25% | 93.25% |
14/12/2022 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 95.45% | 95.45% |
13/12/2022 | 133.54% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,774 | 6,387 | 97.35% | 97.35% |
12/12/2022 | 88.48% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,280 | 8,640 | 99.57% | 99.57% |
09/12/2022 | 55.84% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,239 | 11,620 | 99.45% | 99.45% |
08/12/2022 | 40.73% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,928 | 14,964 | 99.55% | 99.55% |
07/12/2022 | 37.80% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,925 | 15,962 | 99.56% | 99.56% |
06/12/2022 | 82.78% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,589 | 8,795 | 99.55% | 99.55% |