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 | - | - |
16/12/2022 | - | 0.04 | 0.28 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 4.13% |
15/12/2022 | 1.63% | 0.29 | 0.29 | 500,000 | 500,000 | 500,000 | 499,989 | 351,336 | 356,326 | 99.59% | 99.63% |
14/12/2022 | 0.93% | 1.15 | 1.16 | 500,000 | 500,000 | 499,975 | 499,993 | 533,822 | 538,842 | 100.00% | 100.00% |
13/12/2022 | 0.88% | 1.23 | 1.24 | 500,000 | 500,000 | 500,000 | 500,000 | 583,814 | 588,814 | 99.49% | 99.49% |
12/12/2022 | 1.12% | 0.87 | 0.88 | 500,000 | 500,000 | 499,923 | 499,999 | 445,164 | 450,230 | 100.00% | 100.00% |
09/12/2022 | 1.08% | 0.97 | 0.98 | 500,000 | 500,000 | 500,000 | 499,998 | 460,598 | 465,597 | 99.36% | 99.36% |
08/12/2022 | 1.31% | 0.82 | 0.83 | 500,000 | 500,000 | 500,000 | 499,999 | 381,801 | 386,801 | 100.00% | 100.00% |
07/12/2022 | 1.13% | 0.91 | 0.92 | 500,000 | 500,000 | 499,986 | 499,996 | 440,715 | 445,724 | 99.71% | 99.71% |
06/12/2022 | 0.92% | 0.98 | 0.99 | 500,000 | 500,000 | 500,000 | 500,000 | 542,043 | 547,042 | 99.24% | 99.24% |