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 | - | - |
15/12/2022 | 9.51% | 0.03 | 0.15 | 50,000 | 50,000 | 50,000 | 50,000 | 10,113 | 11,113 | 73.10% | 79.60% |
14/12/2022 | 5.74% | 0.36 | 0.38 | 50,000 | 50,000 | 50,000 | 50,000 | 16,964 | 17,964 | 97.81% | 97.81% |
13/12/2022 | 5.85% | 0.37 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 17,148 | 18,148 | 97.00% | 97.00% |
12/12/2022 | 7.48% | 0.25 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 13,000 | 14,000 | 100.00% | 100.00% |
09/12/2022 | 4.58% | 0.27 | 0.29 | 50,000 | 50,000 | 115,781 | 78,816 | 36,131 | 25,504 | 97.27% | 100.00% |
08/12/2022 | 5.90% | 0.30 | 0.31 | 170,000 | 100,000 | 92,961 | 67,028 | 26,411 | 19,840 | 100.00% | 100.00% |
07/12/2022 | 11.09% | 0.22 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 8,659 | 9,659 | 100.00% | 100.00% |
06/12/2022 | 8.56% | 0.25 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 11,242 | 12,242 | 100.00% | 100.00% |
05/12/2022 | 6.95% | 0.22 | 0.24 | 50,000 | 50,000 | 114,761 | 69,622 | 26,536 | 16,981 | 100.00% | 100.00% |