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 | - | - |
03/02/2023 | 6.19% | 0.12 | 0.13 | 420,000 | 150,000 | 305,388 | 149,232 | 50,480 | 26,439 | 93.03% | 93.03% |
02/02/2023 | 5.04% | 0.20 | 0.21 | 250,000 | 150,000 | 262,434 | 150,000 | 50,693 | 30,830 | 97.28% | 97.28% |
01/02/2023 | 3.56% | 0.25 | 0.26 | 200,000 | 150,000 | 183,852 | 150,000 | 50,690 | 42,894 | 98.84% | 98.84% |
31/01/2023 | 3.04% | 0.30 | 0.31 | 170,000 | 150,000 | 160,361 | 150,000 | 51,998 | 50,264 | 96.34% | 96.34% |
30/01/2023 | 2.99% | 0.35 | 0.36 | 150,000 | 150,000 | 158,406 | 150,000 | 52,211 | 50,957 | 100.00% | 100.00% |
27/01/2023 | 2.93% | 0.36 | 0.37 | 150,000 | 150,000 | 155,785 | 150,000 | 52,347 | 51,943 | 99.77% | 99.77% |
26/01/2023 | 2.99% | 0.34 | 0.35 | 150,000 | 150,000 | 158,228 | 150,000 | 52,076 | 50,886 | 99.54% | 99.54% |
25/01/2023 | 3.36% | 0.31 | 0.32 | 170,000 | 150,000 | 176,345 | 150,000 | 51,582 | 45,407 | 100.00% | 100.00% |
24/01/2023 | 3.29% | 0.29 | 0.30 | 180,000 | 150,000 | 171,834 | 150,000 | 51,475 | 46,666 | 99.75% | 99.75% |