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 | - | - |
28/12/2023 | 1.09% | 90.80 | 91.80 | 220,000 | 220,000 | 220,000 | 220,000 | 200,132 | 202,332 | 100.00% | 100.00% |
27/12/2023 | 1.09% | 91.07 | 92.07 | 225,000 | 225,000 | 225,000 | 225,000 | 204,408 | 206,658 | 100.00% | 100.00% |
22/12/2023 | 1.10% | 90.45 | 91.45 | 225,000 | 225,000 | 225,000 | 225,000 | 203,966 | 206,216 | 100.00% | 100.00% |
21/12/2023 | 1.09% | 90.73 | 91.73 | 225,000 | 225,000 | 225,000 | 225,000 | 205,026 | 207,276 | 100.00% | 100.00% |
20/12/2023 | 1.08% | 92.24 | 93.24 | 225,000 | 225,000 | 225,000 | 225,000 | 207,253 | 209,503 | 100.00% | 100.00% |
19/12/2023 | 1.08% | 91.95 | 92.95 | 225,000 | 225,000 | 225,000 | 225,000 | 207,224 | 209,474 | 100.00% | 100.00% |
18/12/2023 | 1.07% | 92.43 | 93.43 | 225,000 | 225,000 | 225,000 | 225,000 | 208,721 | 210,971 | 100.00% | 100.00% |
15/12/2023 | 1.05% | 93.95 | 94.95 | 225,000 | 225,000 | 225,000 | 225,000 | 213,165 | 215,415 | 100.00% | 100.00% |
14/12/2023 | 1.05% | 95.07 | 96.07 | 225,000 | 225,000 | 225,000 | 225,000 | 213,723 | 215,973 | 99.60% | 99.60% |