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 | - | - |
14/12/2023 | 0.86% | 2.31 | 2.33 | 300,000 | 100,000 | 300,000 | 100,000 | 692,690 | 232,897 | 96.85% | 96.85% |
13/12/2023 | 0.80% | 2.48 | 2.50 | 300,000 | 100,000 | 300,000 | 100,000 | 749,113 | 251,704 | 99.52% | 99.52% |
12/12/2023 | 0.78% | 2.49 | 2.51 | 300,000 | 100,000 | 300,000 | 100,000 | 762,078 | 256,026 | 98.88% | 98.88% |
11/12/2023 | 0.39% | 2.55 | 2.56 | 300,000 | 100,000 | 300,000 | 100,000 | 765,359 | 256,120 | 99.58% | 99.58% |
08/12/2023 | 0.40% | 2.54 | 2.55 | 300,000 | 100,000 | 300,000 | 100,000 | 744,099 | 249,033 | 99.49% | 99.49% |
07/12/2023 | 0.40% | 2.50 | 2.51 | 300,000 | 100,000 | 300,000 | 100,000 | 757,138 | 253,379 | 99.53% | 99.53% |
06/12/2023 | 0.38% | 2.64 | 2.65 | 300,000 | 100,000 | 300,000 | 100,000 | 780,867 | 261,289 | 97.12% | 97.12% |
05/12/2023 | 0.39% | 2.54 | 2.55 | 300,000 | 100,000 | 300,000 | 100,000 | 761,876 | 254,959 | 99.57% | 99.57% |
04/12/2023 | 0.39% | 2.54 | 2.55 | 300,000 | 100,000 | 300,000 | 100,000 | 761,549 | 254,850 | 99.58% | 99.58% |