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 | 11.96% | 0.07 | 0.08 | 270,000 | 275,000 | 81,927 | 81,927 | 8,453 | 9,398 | 86.34% | 86.35% |
02/02/2023 | 7.69% | 0.12 | 0.13 | 265,000 | 265,000 | 104,622 | 104,622 | 15,150 | 16,300 | 100.00% | 100.00% |
01/02/2023 | 7.17% | 0.16 | 0.17 | 260,000 | 260,000 | 103,663 | 103,663 | 17,427 | 18,567 | 100.00% | 100.00% |
31/01/2023 | 9.19% | 0.16 | 0.17 | 260,000 | 260,000 | 105,385 | 105,385 | 14,577 | 15,737 | 99.85% | 99.85% |
30/01/2023 | 7.24% | 0.18 | 0.19 | 260,000 | 260,000 | 103,540 | 103,540 | 17,653 | 18,792 | 100.00% | 100.00% |
27/01/2023 | 4.80% | 0.29 | 0.30 | 245,000 | 245,000 | 97,587 | 97,587 | 29,581 | 30,753 | 99.74% | 99.74% |
26/01/2023 | 4.55% | 0.32 | 0.33 | 245,000 | 245,000 | 96,547 | 96,547 | 31,223 | 32,381 | 100.00% | 100.00% |
25/01/2023 | 4.98% | 0.31 | 0.32 | 245,000 | 245,000 | 97,690 | 97,690 | 29,175 | 30,348 | 100.00% | 100.00% |
24/01/2023 | 4.91% | 0.32 | 0.33 | 245,000 | 245,000 | 95,098 | 95,098 | 29,242 | 30,393 | 98.27% | 98.27% |