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 | - | - |
21/02/2023 | 31.71% | 0.01 | 0.02 | 158,000 | 158,000 | 155,956 | 155,955 | 4,343 | 5,902 | 4.54% | 4.54% |
20/02/2023 | 11.39% | 0.08 | 0.09 | 150,000 | 150,000 | 149,876 | 149,876 | 12,454 | 13,953 | 100.00% | 100.00% |
17/02/2023 | 13.79% | 0.06 | 0.07 | 152,000 | 152,000 | 151,614 | 151,596 | 10,305 | 11,820 | 100.00% | 100.00% |
16/02/2023 | 9.76% | 0.09 | 0.10 | 150,000 | 150,000 | 147,926 | 147,938 | 15,006 | 16,487 | 99.09% | 99.09% |
15/02/2023 | 11.85% | 0.09 | 0.10 | 150,000 | 150,000 | 150,272 | 150,272 | 11,994 | 13,497 | 100.00% | 100.00% |
14/02/2023 | 12.53% | 0.09 | 0.10 | 150,000 | 150,000 | 150,750 | 150,551 | 11,456 | 12,948 | 100.00% | 100.00% |
13/02/2023 | 12.59% | 0.06 | 0.07 | 154,000 | 154,000 | 150,834 | 150,836 | 11,517 | 13,025 | 97.94% | 97.94% |
10/02/2023 | 8.19% | 0.14 | 0.15 | 144,000 | 144,000 | 146,801 | 146,655 | 17,376 | 18,831 | 100.00% | 100.00% |
09/02/2023 | 5.72% | 0.08 | 0.09 | 152,000 | 152,000 | 140,614 | 140,584 | 26,387 | 27,785 | 99.74% | 99.74% |