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 | 5.57% | 0.01 | 0.10 | 500,000 | 500,000 | 291,255 | 252,218 | 50,814 | 48,223 | 77.94% | 85.43% |
02/02/2023 | 3.46% | 0.23 | 0.24 | 500,000 | 500,000 | 342,007 | 342,007 | 94,925 | 98,345 | 58.21% | 58.21% |
01/02/2023 | 4.54% | 0.22 | 0.23 | 500,000 | 500,000 | 301,114 | 300,488 | 65,226 | 68,112 | 97.20% | 97.20% |
31/01/2023 | 5.78% | 0.23 | 0.24 | 500,000 | 500,000 | 350,714 | 296,326 | 60,789 | 55,282 | 92.20% | 92.20% |
30/01/2023 | 4.00% | 0.24 | 0.25 | 500,000 | 500,000 | 318,907 | 318,907 | 78,535 | 81,724 | 70.94% | 70.94% |
27/01/2023 | 4.11% | 0.21 | 0.22 | 500,000 | 500,000 | 303,455 | 303,455 | 72,155 | 75,189 | 97.05% | 97.05% |
26/01/2023 | 4.03% | 0.23 | 0.24 | 500,000 | 500,000 | 302,650 | 302,650 | 72,952 | 75,978 | 97.06% | 97.06% |
25/01/2023 | 5.77% | 0.19 | 0.20 | 500,000 | 500,000 | 346,346 | 294,375 | 59,580 | 54,155 | 93.00% | 93.00% |
24/01/2023 | 5.57% | 0.18 | 0.19 | 500,000 | 500,000 | 334,298 | 303,931 | 58,268 | 56,062 | 98.84% | 98.84% |