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 | - | - |
20/12/2022 | - | 0.05 | 0.18 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2022 | 2.15% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 499,999 | 230,967 | 235,967 | 94.51% | 94.51% |
16/12/2022 | 2.81% | 0.34 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 178,701 | 183,705 | 73.15% | 99.21% |
15/12/2022 | 1.08% | 0.57 | 0.58 | 500,000 | 500,000 | 499,999 | 499,994 | 490,366 | 495,360 | 99.63% | 99.63% |
14/12/2022 | 0.72% | 1.46 | 1.47 | 500,000 | 500,000 | 499,998 | 499,994 | 692,445 | 697,440 | 100.00% | 100.00% |
13/12/2022 | 0.69% | 1.54 | 1.55 | 500,000 | 500,000 | 500,000 | 499,999 | 736,126 | 741,125 | 99.49% | 99.49% |
12/12/2022 | 0.84% | 1.18 | 1.19 | 500,000 | 500,000 | 500,000 | 499,997 | 591,614 | 596,611 | 100.00% | 100.00% |
09/12/2022 | 0.84% | 1.25 | 1.26 | 500,000 | 500,000 | 499,971 | 499,978 | 596,378 | 601,387 | 99.36% | 99.36% |
08/12/2022 | 0.97% | 1.09 | 1.10 | 500,000 | 500,000 | 499,981 | 499,990 | 516,283 | 521,291 | 100.00% | 100.00% |