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 | - | - |
15/12/2022 | 1.81% | 0.24 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 278,682 | 283,682 | 69.69% | 69.99% |
14/12/2022 | 1.24% | 0.88 | 0.89 | 500,000 | 500,000 | 499,993 | 500,000 | 401,972 | 406,977 | 100.00% | 100.00% |
13/12/2022 | 1.12% | 0.96 | 0.97 | 500,000 | 500,000 | 500,000 | 500,000 | 462,358 | 467,358 | 86.41% | 99.49% |
12/12/2022 | 1.59% | 0.61 | 0.62 | 500,000 | 500,000 | 500,000 | 500,000 | 312,776 | 317,776 | 100.00% | 100.00% |
09/12/2022 | 1.55% | 0.70 | 0.71 | 500,000 | 500,000 | 499,781 | 499,979 | 323,148 | 328,269 | 99.35% | 99.35% |
08/12/2022 | 1.97% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 253,947 | 258,947 | 100.00% | 100.00% |
07/12/2022 | 1.63% | 0.65 | 0.66 | 500,000 | 500,000 | 500,000 | 500,000 | 306,088 | 311,088 | 99.71% | 99.71% |
06/12/2022 | 1.22% | 0.71 | 0.72 | 500,000 | 500,000 | 500,000 | 500,000 | 411,268 | 416,268 | 99.23% | 99.23% |
05/12/2022 | 1.07% | 0.95 | 0.96 | 500,000 | 500,000 | 500,000 | 500,000 | 464,211 | 469,211 | 97.90% | 97.90% |