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 | - | - |
23/11/2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/11/2023 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 498,891 | 501,391 | 99.37% | 99.37% |
21/11/2023 | 0.50% | 99.65 | 100.15 | 500,000 | 500,000 | 500,000 | 500,000 | 498,183 | 500,683 | 95.51% | 95.51% |
20/11/2023 | 0.50% | 99.45 | 99.95 | 500,000 | 500,000 | 500,000 | 500,000 | 497,520 | 500,020 | 99.28% | 99.28% |
17/11/2023 | 0.50% | 99.45 | 99.95 | 500,000 | 500,000 | 500,000 | 500,000 | 497,626 | 500,126 | 99.37% | 99.37% |
16/11/2023 | 0.50% | 99.40 | 99.90 | 500,000 | 500,000 | 500,000 | 500,000 | 496,766 | 499,266 | 84.63% | 84.63% |
15/11/2023 | 0.50% | 99.55 | 100.05 | 500,000 | 500,000 | 500,000 | 500,000 | 497,710 | 500,210 | 99.38% | 99.38% |
14/11/2023 | 0.50% | 99.45 | 99.95 | 500,000 | 500,000 | 500,000 | 500,000 | 496,634 | 499,134 | 99.35% | 99.35% |
13/11/2023 | 0.50% | 99.15 | 99.65 | 500,000 | 500,000 | 500,000 | 500,000 | 495,336 | 497,836 | 99.37% | 99.37% |