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 | - | - |
10/03/2023 | 22.18% | 0.05 | 0.07 | 178,000 | 178,000 | 174,329 | 174,329 | 14,060 | 17,546 | 79.16% | 79.16% |
09/03/2023 | 18.19% | 0.14 | 0.16 | 168,000 | 168,000 | 171,201 | 171,201 | 17,638 | 21,062 | 100.00% | 100.00% |
08/03/2023 | 6.71% | 0.15 | 0.16 | 164,000 | 164,000 | 164,772 | 164,772 | 23,766 | 25,414 | 100.00% | 100.00% |
07/03/2023 | 5.42% | 0.16 | 0.17 | 164,000 | 164,000 | 160,506 | 160,506 | 28,876 | 30,481 | 100.00% | 100.00% |
06/03/2023 | 5.37% | 0.19 | 0.20 | 160,000 | 160,000 | 160,345 | 160,345 | 29,088 | 30,691 | 100.00% | 100.00% |
03/03/2023 | 6.15% | 0.20 | 0.21 | 158,000 | 158,000 | 162,804 | 162,804 | 26,128 | 27,756 | 99.06% | 99.06% |
02/03/2023 | 7.34% | 0.11 | 0.12 | 170,000 | 170,000 | 165,716 | 165,716 | 22,597 | 24,254 | 100.00% | 100.00% |
01/03/2023 | 4.64% | 0.19 | 0.20 | 160,000 | 160,000 | 157,181 | 157,181 | 33,147 | 34,719 | 100.00% | 100.00% |
28/02/2023 | 4.57% | 0.24 | 0.25 | 154,000 | 154,000 | 156,633 | 156,633 | 33,522 | 35,089 | 98.89% | 98.89% |