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 | - | - |
29/11/2023 | 0.50% | 99.90 | 100.40 | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 | 502,000 | 99.36% | 99.36% |
28/11/2023 | 0.50% | 99.95 | 100.45 | 500,000 | 500,000 | 500,000 | 500,000 | 499,750 | 502,250 | 99.37% | 99.37% |
27/11/2023 | 0.50% | 99.95 | 100.45 | 500,000 | 500,000 | 500,000 | 500,000 | 499,750 | 502,250 | 99.36% | 99.36% |
24/11/2023 | 0.50% | 100.00 | 100.50 | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 | 99.37% | 99.37% |
23/11/2023 | 0.50% | 100.00 | 100.50 | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 | 99.38% | 99.38% |
22/11/2023 | 0.50% | 100.10 | 100.60 | 500,000 | 500,000 | 500,000 | 500,000 | 500,335 | 502,835 | 99.38% | 99.38% |
21/11/2023 | 0.50% | 100.10 | 100.60 | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 | 503,000 | 95.52% | 95.52% |
20/11/2023 | 0.50% | 100.15 | 100.65 | 500,000 | 500,000 | 500,000 | 500,000 | 500,730 | 503,230 | 99.29% | 99.29% |
17/11/2023 | 0.50% | 100.10 | 100.60 | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 | 503,000 | 99.37% | 99.37% |