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 | 2.64% | 0.24 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 148,397 | 151,909 | 75.34% | 75.34% |
14/12/2022 | 1.51% | 0.77 | 0.78 | 300,000 | 300,000 | 300,000 | 300,000 | 198,910 | 201,910 | 97.85% | 97.85% |
13/12/2022 | 1.98% | 0.70 | 0.71 | 300,000 | 300,000 | 300,000 | 300,000 | 200,579 | 204,751 | 95.81% | 95.81% |
12/12/2022 | 2.09% | 0.52 | 0.53 | 300,000 | 300,000 | 300,000 | 300,000 | 142,644 | 145,644 | 100.00% | 100.00% |
09/12/2022 | 1.83% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 163,743 | 166,743 | 98.45% | 98.45% |
08/12/2022 | 2.25% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 133,010 | 136,010 | 98.34% | 98.34% |
07/12/2022 | 1.86% | 0.57 | 0.58 | 300,000 | 300,000 | 300,000 | 300,000 | 160,446 | 163,446 | 99.53% | 99.53% |
06/12/2022 | 1.32% | 0.67 | 0.68 | 300,000 | 300,000 | 300,000 | 300,000 | 227,548 | 230,548 | 99.75% | 99.75% |
05/12/2022 | 1.16% | 0.86 | 0.87 | 300,000 | 300,000 | 300,000 | 300,000 | 257,863 | 260,863 | 98.94% | 98.94% |