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 | - | - |
08/12/2023 | 4.65% | 0.01 | 0.15 | 250,000 | 250,000 | 250,000 | 250,000 | 54,212 | 56,712 | 75.12% | 85.54% |
07/12/2023 | 3.07% | 0.29 | 0.30 | 250,000 | 250,000 | 250,000 | 250,000 | 80,476 | 82,976 | 97.93% | 99.49% |
06/12/2023 | 2.68% | 0.20 | 0.24 | 250,000 | 250,000 | 250,000 | 250,000 | 95,877 | 98,377 | 85.03% | 98.83% |
05/12/2023 | 1.60% | 0.49 | 0.50 | 250,000 | 250,000 | 250,000 | 250,000 | 156,879 | 159,379 | 99.92% | 99.92% |
04/12/2023 | 1.39% | 0.74 | 0.75 | 250,000 | 250,000 | 250,000 | 250,000 | 179,289 | 181,789 | 98.78% | 98.78% |
01/12/2023 | 1.14% | 0.76 | 0.77 | 250,000 | 250,000 | 250,000 | 250,000 | 218,575 | 221,075 | 99.92% | 99.92% |
30/11/2023 | 0.92% | 1.05 | 1.06 | 250,000 | 250,000 | 250,000 | 250,000 | 271,105 | 273,605 | 96.36% | 96.36% |
29/11/2023 | 0.82% | 1.16 | 1.17 | 250,000 | 250,000 | 250,000 | 250,000 | 305,799 | 308,299 | 99.24% | 99.24% |
28/11/2023 | 0.62% | 1.53 | 1.54 | 250,000 | 250,000 | 250,000 | 250,000 | 400,075 | 402,575 | 99.80% | 99.80% |