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 | 7.31% | 0.05 | 0.10 | 500,000 | 150,000 | 319,721 | 150,000 | 49,987 | 25,536 | 67.83% | 83.88% |
02/02/2023 | 4.19% | 0.21 | 0.22 | 240,000 | 150,000 | 216,403 | 150,000 | 50,606 | 37,045 | 97.27% | 97.27% |
01/02/2023 | 3.98% | 0.24 | 0.25 | 210,000 | 150,000 | 205,229 | 150,000 | 50,587 | 38,500 | 98.74% | 98.74% |
31/01/2023 | 4.08% | 0.24 | 0.25 | 210,000 | 150,000 | 209,734 | 150,000 | 50,341 | 37,544 | 96.33% | 96.33% |
30/01/2023 | 3.21% | 0.30 | 0.31 | 170,000 | 150,000 | 168,975 | 150,000 | 51,824 | 47,545 | 100.00% | 100.00% |
27/01/2023 | 3.32% | 0.30 | 0.31 | 170,000 | 150,000 | 174,245 | 150,000 | 51,625 | 45,978 | 99.77% | 99.77% |
26/01/2023 | 3.15% | 0.29 | 0.30 | 180,000 | 150,000 | 165,865 | 150,000 | 51,838 | 48,459 | 99.54% | 99.54% |
25/01/2023 | 3.88% | 0.27 | 0.28 | 190,000 | 150,000 | 200,501 | 150,000 | 50,749 | 39,665 | 100.00% | 100.00% |
24/01/2023 | 3.96% | 0.25 | 0.26 | 200,000 | 150,000 | 204,626 | 150,000 | 50,658 | 39,168 | 99.74% | 99.74% |