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 | 8.03% | 0.11 | 0.12 | 329,365 | 100,000 | 330,418 | 100,000 | 39,734 | 13,022 | 39.51% | 39.51% |
02/02/2023 | 5.61% | 0.15 | 0.16 | 331,789 | 100,000 | 292,323 | 100,000 | 50,630 | 18,382 | 98.51% | 98.51% |
01/02/2023 | 4.35% | 0.23 | 0.24 | 220,000 | 100,000 | 224,973 | 100,000 | 50,589 | 23,503 | 97.14% | 97.14% |
31/01/2023 | 4.50% | 0.21 | 0.22 | 240,000 | 100,000 | 232,528 | 100,000 | 50,521 | 22,752 | 99.99% | 99.99% |
30/01/2023 | 5.22% | 0.18 | 0.19 | 280,000 | 100,000 | 272,701 | 100,000 | 50,839 | 19,681 | 100.00% | 100.00% |
27/01/2023 | 5.58% | 0.17 | 0.18 | 300,000 | 100,000 | 292,282 | 100,000 | 50,883 | 18,443 | 99.19% | 99.19% |
26/01/2023 | 4.27% | 0.21 | 0.22 | 240,000 | 100,000 | 220,221 | 100,000 | 50,424 | 23,978 | 99.29% | 99.29% |
25/01/2023 | 3.71% | 0.28 | 0.29 | 180,000 | 100,000 | 193,511 | 100,000 | 51,199 | 27,545 | 100.00% | 100.00% |
24/01/2023 | 8.35% | 0.19 | 0.21 | 50,000 | 50,000 | 50,000 | 50,000 | 11,596 | 12,596 | 100.00% | 100.00% |