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 | - | - |
03/02/2023 | - | 0.04 | 0.05 | 10,000 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
02/02/2023 | 19.35% | 0.04 | 0.05 | 100,000 | 100,000 | 101,282 | 101,282 | 5,185 | 6,198 | 99.46% | 99.46% |
01/02/2023 | 10.67% | 0.10 | 0.11 | 104,000 | 104,000 | 104,000 | 104,000 | 9,287 | 10,327 | 99.40% | 99.40% |
31/01/2023 | 9.22% | 0.10 | 0.11 | 104,000 | 104,000 | 104,000 | 104,000 | 10,802 | 11,842 | 99.46% | 99.46% |
30/01/2023 | 9.71% | 0.10 | 0.11 | 104,000 | 104,000 | 104,000 | 104,000 | 10,236 | 11,276 | 99.42% | 99.42% |
27/01/2023 | 12.46% | 0.09 | 0.10 | 104,000 | 104,000 | 104,000 | 104,000 | 7,871 | 8,911 | 99.46% | 99.46% |
26/01/2023 | 9.10% | 0.09 | 0.10 | 104,000 | 104,000 | 104,019 | 104,019 | 11,013 | 12,053 | 99.27% | 99.27% |
25/01/2023 | 10.00% | 0.11 | 0.12 | 104,000 | 104,000 | 103,988 | 103,988 | 9,994 | 11,034 | 99.45% | 99.45% |
24/01/2023 | 9.29% | 0.10 | 0.11 | 104,000 | 104,000 | 104,000 | 104,000 | 10,727 | 11,767 | 99.14% | 99.14% |