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 | 170.11% | 0.01 | 0.27 | 68,000 | 68,000 | 34,029 | 34,029 | 755 | 8,987 | 57.22% | 61.31% |
02/02/2023 | 106.26% | 0.01 | 0.24 | 68,000 | 68,000 | 31,353 | 31,353 | 2,204 | 7,441 | 82.43% | 85.20% |
01/02/2023 | 8.35% | 0.22 | 0.23 | 76,000 | 76,000 | 40,835 | 40,835 | 9,059 | 9,842 | 99.98% | 99.98% |
31/01/2023 | 5.46% | 0.25 | 0.26 | 80,000 | 80,000 | 42,832 | 42,832 | 13,147 | 13,830 | 100.00% | 100.00% |
30/01/2023 | 5.77% | 0.30 | 0.31 | 80,000 | 80,000 | 42,531 | 42,531 | 12,629 | 13,304 | 99.51% | 99.51% |
27/01/2023 | 2.74% | 0.35 | 0.36 | 84,000 | 84,000 | 44,904 | 44,904 | 15,958 | 16,407 | 99.81% | 99.81% |
26/01/2023 | 4.79% | 0.38 | 0.39 | 84,000 | 84,000 | 44,509 | 44,509 | 15,156 | 15,820 | 99.74% | 99.74% |