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 | - | - |
18/01/2023 | 7.72% | 0.07 | 0.07 | 1,745,900 | 1,745,900 | 1,745,900 | 1,745,900 | 108,948 | 117,678 | 22.23% | 100.00% |
17/01/2023 | 19.64% | 0.03 | 0.03 | 2,203,600 | 2,203,600 | 2,203,600 | 2,203,600 | 51,733 | 62,751 | 100.00% | 100.00% |
16/01/2023 | 7.90% | 0.04 | 0.04 | 2,203,600 | 2,203,600 | 826,926 | 826,926 | 43,092 | 47,226 | 99.66% | 99.66% |
13/01/2023 | 3.66% | 0.15 | 0.16 | 675,200 | 675,200 | 675,200 | 675,200 | 94,265 | 97,641 | 99.80% | 99.80% |
12/01/2023 | 4.33% | 0.07 | 0.07 | 1,228,700 | 1,228,700 | 404,781 | 404,781 | 59,707 | 62,456 | 98.09% | 98.09% |
11/01/2023 | 2.19% | 0.73 | 0.74 | 162,900 | 162,900 | 162,900 | 162,900 | 76,948 | 78,577 | 100.00% | 100.00% |
10/01/2023 | 2.36% | 0.55 | 0.56 | 320,600 | 320,600 | 320,600 | 320,600 | 136,516 | 139,722 | 99.93% | 99.93% |
09/01/2023 | 4.27% | 0.18 | 0.19 | 384,300 | 384,300 | 108,474 | 108,474 | 42,871 | 44,626 | 98.89% | 98.89% |
06/01/2023 | 1.77% | 1.34 | 1.37 | 59,500 | 59,500 | 59,500 | 59,500 | 102,344 | 104,129 | 99.73% | 99.73% |