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 | 14.80% | 0.04 | 0.05 | 170,000 | 170,000 | 167,286 | 167,286 | 10,877 | 12,550 | 31.93% | 31.93% |
20/02/2023 | 6.72% | 0.14 | 0.15 | 158,000 | 158,000 | 157,876 | 157,876 | 22,719 | 24,298 | 100.00% | 100.00% |
17/02/2023 | 7.24% | 0.13 | 0.14 | 160,000 | 160,000 | 159,614 | 159,614 | 21,298 | 22,895 | 100.00% | 100.00% |
16/02/2023 | 5.91% | 0.16 | 0.17 | 158,000 | 158,000 | 155,949 | 155,948 | 25,918 | 27,477 | 99.10% | 99.10% |
15/02/2023 | 6.65% | 0.16 | 0.17 | 158,000 | 158,000 | 158,272 | 158,272 | 23,033 | 24,616 | 100.00% | 100.00% |
14/02/2023 | 6.89% | 0.15 | 0.16 | 158,000 | 158,000 | 158,751 | 158,751 | 22,347 | 23,934 | 100.00% | 100.00% |
13/02/2023 | 6.91% | 0.12 | 0.13 | 162,000 | 162,000 | 158,836 | 158,836 | 22,361 | 23,950 | 97.95% | 97.95% |
10/02/2023 | 5.50% | 0.20 | 0.21 | 152,000 | 152,000 | 154,824 | 154,824 | 27,473 | 29,021 | 100.00% | 100.00% |
09/02/2023 | 4.21% | 0.13 | 0.14 | 160,000 | 160,000 | 147,911 | 147,911 | 36,028 | 37,507 | 100.00% | 100.00% |