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 | - | 0.87 | 0.90 | 80,000 | 40,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2023 | 1.12% | 0.88 | 0.89 | 370,000 | 370,000 | 144,003 | 144,003 | 129,465 | 130,910 | 97.91% | 97.91% |
13/12/2023 | 1.18% | 0.90 | 0.91 | 360,000 | 360,000 | 145,129 | 145,129 | 126,725 | 128,181 | 99.30% | 99.30% |
12/12/2023 | 1.30% | 0.81 | 0.82 | 370,000 | 370,000 | 151,124 | 151,124 | 118,281 | 119,796 | 98.42% | 98.42% |
11/12/2023 | 1.22% | 0.71 | 0.72 | 380,000 | 380,000 | 145,108 | 145,108 | 115,403 | 116,856 | 97.89% | 97.89% |
08/12/2023 | 1.30% | 0.85 | 0.86 | 370,000 | 370,000 | 148,520 | 148,520 | 118,500 | 119,990 | 98.53% | 98.53% |
07/12/2023 | 1.49% | 0.72 | 0.73 | 380,000 | 380,000 | 150,267 | 150,267 | 104,374 | 105,882 | 98.78% | 98.78% |
06/12/2023 | 1.27% | 0.75 | 0.76 | 380,000 | 380,000 | 146,956 | 146,956 | 114,688 | 116,162 | 98.26% | 98.26% |
05/12/2023 | 1.55% | 0.73 | 0.74 | 380,000 | 380,000 | 149,025 | 149,025 | 101,512 | 103,007 | 98.84% | 98.84% |