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 | - | - |
25/11/2022 | 8.95% | 0.06 | 0.07 | 128,000 | 128,000 | 125,528 | 125,528 | 13,692 | 14,947 | 68.89% | 68.89% |
24/11/2022 | 5.90% | 0.13 | 0.14 | 124,000 | 124,000 | 120,924 | 120,924 | 20,225 | 21,434 | 100.00% | 100.00% |
23/11/2022 | 5.13% | 0.18 | 0.19 | 120,000 | 120,000 | 119,451 | 119,451 | 22,813 | 24,007 | 100.00% | 100.00% |
22/11/2022 | 3.37% | 0.28 | 0.29 | 114,000 | 114,000 | 113,358 | 113,358 | 33,086 | 34,219 | 100.00% | 100.00% |
21/11/2022 | 2.80% | 0.33 | 0.34 | 112,000 | 112,000 | 109,929 | 109,929 | 38,668 | 39,768 | 100.00% | 100.00% |
18/11/2022 | 2.51% | 0.38 | 0.39 | 108,000 | 108,000 | 107,733 | 107,733 | 42,475 | 43,552 | 99.73% | 99.73% |
17/11/2022 | 2.55% | 0.40 | 0.41 | 108,000 | 108,000 | 108,008 | 108,008 | 41,886 | 42,966 | 100.00% | 100.00% |
16/11/2022 | 2.26% | 0.41 | 0.42 | 106,000 | 106,000 | 105,350 | 105,350 | 46,101 | 47,154 | 99.39% | 99.39% |
15/11/2022 | 2.13% | 0.50 | 0.51 | 102,000 | 102,000 | 103,692 | 103,692 | 48,206 | 49,243 | 100.00% | 100.00% |