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 | 9.43% | 0.26 | 0.29 | 190,000 | 10,000 | 170,547 | 10,143 | 51,698 | 3,381 | 70.99% | 70.99% |
02/02/2023 | 4.30% | 0.47 | 0.48 | 110,000 | 40,000 | 114,197 | 24,915 | 52,264 | 11,899 | 43.08% | 43.08% |
01/02/2023 | 7.26% | 0.38 | 0.43 | 140,000 | 10,000 | 129,398 | 10,445 | 51,553 | 4,480 | 43.17% | 98.51% |
31/01/2023 | 5.76% | 0.39 | 0.41 | 130,000 | 40,000 | 130,000 | 20,046 | 50,988 | 8,240 | 2.52% | 80.79% |
30/01/2023 | 4.57% | 0.37 | 0.41 | 140,000 | 40,000 | 130,001 | 27,839 | 51,804 | 11,520 | 7.22% | 93.17% |
27/01/2023 | 4.29% | 0.41 | 0.42 | 130,000 | 40,000 | 127,427 | 28,749 | 51,381 | 12,143 | 33.61% | 97.73% |
26/01/2023 | 7.45% | 0.36 | 0.37 | 150,000 | 40,000 | 155,487 | 16,698 | 51,867 | 6,058 | 98.41% | 98.41% |
25/01/2023 | 8.65% | 0.30 | 0.31 | 170,000 | 40,000 | 182,554 | 17,359 | 51,142 | 5,306 | 89.99% | 89.99% |
24/01/2023 | 8.24% | 0.31 | 0.32 | 170,000 | 40,000 | 175,346 | 17,299 | 51,377 | 5,429 | 90.20% | 90.20% |