| 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 | - | - |
| 30/01/2024 | 6.36% | 0.31 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 30,468 | 32,468 | 16.40% | 26.93% |
| 29/01/2024 | 3.08% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 159,656 | 164,656 | 18.26% | 93.36% |
| 26/01/2024 | 5.45% | 0.30 | 0.31 | 500,000 | 500,000 | 200,565 | 200,565 | 61,484 | 64,238 | 85.61% | 85.61% |
| 25/01/2024 | 6.14% | 0.28 | 0.29 | 500,000 | 500,000 | 182,163 | 182,163 | 51,170 | 53,786 | 97.66% | 97.66% |
| 24/01/2024 | 4.92% | 0.31 | 0.32 | 500,000 | 500,000 | 188,834 | 188,834 | 63,995 | 66,661 | 97.42% | 97.42% |
| 23/01/2024 | 4.28% | 0.40 | 0.41 | 500,000 | 500,000 | 186,292 | 186,292 | 76,034 | 78,681 | 96.76% | 96.76% |
| 22/01/2024 | 5.01% | 0.42 | 0.43 | 500,000 | 500,000 | 193,550 | 193,550 | 73,119 | 75,821 | 92.49% | 92.49% |
| 19/01/2024 | 3.82% | 0.44 | 0.45 | 500,000 | 500,000 | 196,219 | 196,219 | 89,736 | 92,458 | 89.93% | 89.93% |
| 18/01/2024 | 3.79% | 0.48 | 0.49 | 500,000 | 500,000 | 187,553 | 187,553 | 86,257 | 88,914 | 98.84% | 98.84% |