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 | 1.25% | 0.38 | 0.71 | 250,000 | 250,000 | 248,419 | 248,419 | 197,453 | 199,937 | 7.26% | 91.06% |
15/12/2022 | 0.70% | 1.01 | 1.02 | 250,000 | 250,000 | 93,726 | 93,726 | 123,299 | 124,237 | 99.90% | 99.90% |
14/12/2022 | 0.47% | 2.30 | 2.31 | 250,000 | 250,000 | 93,357 | 93,357 | 203,462 | 204,396 | 99.79% | 99.79% |
13/12/2022 | 0.47% | 2.41 | 2.42 | 250,000 | 250,000 | 94,045 | 94,045 | 218,297 | 219,238 | 99.22% | 99.22% |
12/12/2022 | 0.74% | 1.47 | 1.48 | 250,000 | 250,000 | 93,714 | 93,714 | 128,045 | 128,982 | 100.00% | 100.00% |
09/12/2022 | 0.62% | 1.56 | 1.57 | 250,000 | 250,000 | 93,182 | 93,182 | 146,844 | 147,776 | 99.24% | 99.24% |
08/12/2022 | 0.70% | 1.54 | 1.55 | 250,000 | 250,000 | 93,700 | 93,700 | 139,052 | 139,989 | 100.00% | 100.00% |
07/12/2022 | 0.74% | 1.45 | 1.46 | 250,000 | 250,000 | 93,681 | 93,681 | 130,022 | 130,959 | 100.00% | 100.00% |
06/12/2022 | 0.53% | 1.54 | 1.55 | 250,000 | 250,000 | 93,710 | 93,710 | 168,093 | 169,031 | 100.00% | 100.00% |