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 | - | - |
19/12/2022 | 1.84% | 0.15 | 0.54 | 50,000 | 50,000 | 50,000 | 50,000 | 26,855 | 27,355 | 9.05% | 99.61% |
16/12/2022 | 1.67% | 0.37 | 0.55 | 50,000 | 50,000 | 50,000 | 50,000 | 29,827 | 30,327 | 8.66% | 99.79% |
15/12/2022 | 0.84% | 0.75 | 0.76 | 50,000 | 50,000 | 49,707 | 49,707 | 61,830 | 62,331 | 99.63% | 99.63% |
14/12/2022 | 0.52% | 2.15 | 2.16 | 50,000 | 50,000 | 49,708 | 49,708 | 97,196 | 97,696 | 99.79% | 99.79% |
13/12/2022 | 0.51% | 2.28 | 2.29 | 50,000 | 50,000 | 49,705 | 49,705 | 102,078 | 102,579 | 99.98% | 99.98% |
12/12/2022 | 0.79% | 1.37 | 1.38 | 50,000 | 50,000 | 50,000 | 50,000 | 62,990 | 63,490 | 100.00% | 100.00% |
09/12/2022 | 0.66% | 1.46 | 1.47 | 50,000 | 50,000 | 50,000 | 50,009 | 76,066 | 76,580 | 99.29% | 99.32% |
08/12/2022 | 0.76% | 1.46 | 1.47 | 50,000 | 50,000 | 49,708 | 49,708 | 67,120 | 67,621 | 100.00% | 100.00% |
07/12/2022 | 0.82% | 1.32 | 1.33 | 50,000 | 50,000 | 50,000 | 50,000 | 60,946 | 61,446 | 99.89% | 99.89% |