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 | - | - |
15/12/2023 | 0.12% | 8.68 | 8.69 | 160,000 | 160,000 | 160,000 | 160,000 | 1,390,200 | 1,391,800 | 98.89% | 98.89% |
14/12/2023 | 0.11% | 8.59 | 8.60 | 160,000 | 160,000 | 159,702 | 159,702 | 1,399,320 | 1,400,920 | 100.00% | 100.00% |
13/12/2023 | 0.12% | 8.42 | 8.43 | 160,000 | 160,000 | 159,706 | 159,706 | 1,341,760 | 1,343,360 | 100.00% | 100.00% |
12/12/2023 | 0.12% | 8.20 | 8.21 | 160,000 | 160,000 | 159,706 | 159,706 | 1,303,100 | 1,304,700 | 98.93% | 98.93% |
11/12/2023 | 0.13% | 7.97 | 7.98 | 160,000 | 160,000 | 159,700 | 159,700 | 1,260,350 | 1,261,950 | 100.00% | 100.00% |
08/12/2023 | 0.13% | 7.85 | 7.86 | 160,000 | 160,000 | 159,703 | 159,703 | 1,233,640 | 1,235,240 | 99.63% | 99.63% |
07/12/2023 | 0.13% | 7.64 | 7.65 | 160,000 | 160,000 | 159,730 | 159,730 | 1,192,920 | 1,194,520 | 99.98% | 99.98% |
06/12/2023 | 0.13% | 7.57 | 7.58 | 160,000 | 160,000 | 159,705 | 159,705 | 1,214,280 | 1,215,880 | 99.99% | 99.99% |
05/12/2023 | 0.14% | 7.54 | 7.55 | 160,000 | 160,000 | 159,703 | 159,703 | 1,173,630 | 1,175,230 | 99.65% | 99.65% |