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 | 5.25% | 0.06 | 0.14 | 500,000 | 250,000 | 273,212 | 250,000 | 50,679 | 49,147 | 67.25% | 77.38% |
02/02/2023 | 3.56% | 0.22 | 0.23 | 500,000 | 500,000 | 342,058 | 342,058 | 92,336 | 95,756 | 58.18% | 58.18% |
01/02/2023 | 4.70% | 0.21 | 0.22 | 500,000 | 500,000 | 303,589 | 300,487 | 63,479 | 65,902 | 97.20% | 97.20% |
31/01/2023 | 6.08% | 0.22 | 0.23 | 500,000 | 500,000 | 363,727 | 296,322 | 59,934 | 52,902 | 92.19% | 92.19% |
30/01/2023 | 4.12% | 0.23 | 0.24 | 500,000 | 500,000 | 318,907 | 318,907 | 76,172 | 79,361 | 70.94% | 70.94% |
27/01/2023 | 4.24% | 0.20 | 0.21 | 500,000 | 500,000 | 303,455 | 303,455 | 69,916 | 72,951 | 97.05% | 97.05% |
26/01/2023 | 4.17% | 0.22 | 0.23 | 500,000 | 500,000 | 302,650 | 302,650 | 70,600 | 73,627 | 97.06% | 97.06% |