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 | 5.63% | 0.16 | 0.17 | 300,000 | 100,000 | 300,000 | 100,000 | 53,394 | 18,798 | 100.00% | 100.00% |
15/12/2022 | 3.78% | 0.22 | 0.23 | 300,000 | 100,000 | 300,000 | 100,000 | 79,347 | 27,449 | 96.64% | 96.64% |
14/12/2022 | 3.19% | 0.28 | 0.30 | 300,000 | 100,000 | 300,000 | 100,000 | 92,477 | 31,826 | 94.09% | 94.09% |
13/12/2022 | 2.95% | 0.34 | 0.35 | 300,000 | 100,000 | 300,000 | 100,000 | 100,480 | 34,494 | 85.60% | 85.60% |
12/12/2022 | 3.25% | 0.31 | 0.32 | 300,000 | 100,000 | 300,000 | 100,000 | 90,853 | 31,284 | 86.23% | 86.23% |
09/12/2022 | 3.59% | 0.29 | 0.30 | 300,000 | 100,000 | 300,000 | 100,000 | 82,130 | 28,377 | 94.16% | 94.16% |
08/12/2022 | 3.18% | 0.27 | 0.28 | 300,000 | 100,000 | 300,000 | 100,000 | 93,457 | 32,152 | 94.41% | 94.41% |
07/12/2022 | 2.59% | 0.41 | 0.42 | 300,000 | 100,000 | 300,000 | 100,000 | 114,448 | 39,149 | 96.04% | 96.04% |
06/12/2022 | 2.47% | 0.38 | 0.39 | 300,000 | 100,000 | 300,000 | 100,000 | 120,289 | 41,096 | 93.20% | 93.20% |