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 | - | - |
15/12/2023 | - | 0.70 | 0.73 | 80,000 | 40,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2023 | 1.38% | 0.71 | 0.72 | 370,000 | 370,000 | 145,182 | 145,182 | 105,281 | 106,738 | 97.90% | 97.90% |
13/12/2023 | 1.49% | 0.72 | 0.73 | 360,000 | 360,000 | 145,197 | 145,197 | 101,326 | 102,782 | 98.77% | 98.77% |
12/12/2023 | 1.67% | 0.64 | 0.65 | 370,000 | 370,000 | 150,524 | 150,524 | 91,524 | 93,032 | 98.25% | 98.25% |
11/12/2023 | 1.55% | 0.53 | 0.54 | 380,000 | 380,000 | 143,536 | 143,536 | 89,127 | 90,564 | 97.28% | 97.28% |
08/12/2023 | 1.67% | 0.67 | 0.68 | 370,000 | 370,000 | 149,448 | 149,448 | 93,144 | 94,643 | 98.99% | 98.99% |
07/12/2023 | 1.99% | 0.54 | 0.55 | 380,000 | 380,000 | 150,179 | 150,179 | 78,222 | 79,729 | 98.75% | 98.75% |
06/12/2023 | 1.62% | 0.57 | 0.58 | 380,000 | 380,000 | 147,878 | 147,878 | 89,737 | 91,219 | 98.31% | 98.31% |
05/12/2023 | 2.11% | 0.56 | 0.57 | 390,000 | 390,000 | 149,790 | 149,790 | 76,346 | 77,850 | 98.56% | 98.56% |