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 | - | - |
30/11/2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/11/2023 | 0.70% | 100.19 | 100.89 | 150,000 | 150,000 | 150,000 | 150,000 | 150,353 | 151,403 | 100.00% | 100.00% |
28/11/2023 | 0.69% | 100.46 | 101.16 | 150,000 | 150,000 | 150,000 | 150,000 | 150,628 | 151,678 | 100.00% | 100.00% |
27/11/2023 | 0.69% | 100.48 | 101.18 | 150,000 | 150,000 | 150,000 | 150,000 | 150,779 | 151,829 | 99.99% | 99.99% |
24/11/2023 | 0.69% | 100.53 | 101.23 | 150,000 | 150,000 | 150,000 | 150,000 | 150,768 | 151,818 | 100.00% | 100.00% |
23/11/2023 | 0.69% | 100.24 | 100.94 | 150,000 | 150,000 | 150,000 | 150,000 | 150,717 | 151,767 | 100.00% | 100.00% |
22/11/2023 | 0.69% | 100.50 | 101.20 | 150,000 | 150,000 | 150,000 | 150,000 | 150,598 | 151,648 | 99.26% | 99.26% |
21/11/2023 | 0.69% | 100.40 | 101.10 | 150,000 | 150,000 | 150,000 | 150,000 | 150,620 | 151,670 | 97.57% | 97.57% |
20/11/2023 | 0.70% | 100.37 | 101.07 | 150,000 | 150,000 | 150,000 | 150,000 | 150,395 | 151,445 | 100.00% | 100.00% |