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 | 3.10% | 0.02 | 0.32 | 80,000 | 80,000 | 80,000 | 80,000 | 25,460 | 26,260 | 0.08% | 95.47% |
07/12/2023 | 2.91% | 0.31 | 0.32 | 50,000 | 80,000 | 80,000 | 80,000 | 27,156 | 27,956 | 96.84% | 100.00% |
06/12/2023 | 2.25% | 0.21 | 0.32 | 50,000 | 80,000 | 80,000 | 80,000 | 35,904 | 36,704 | 71.39% | 99.99% |
05/12/2023 | 1.52% | 0.52 | 0.53 | 50,000 | 25,000 | 79,062 | 78,281 | 52,378 | 52,769 | 100.00% | 100.00% |
04/12/2023 | 1.34% | 0.77 | 0.78 | 50,000 | 25,000 | 79,051 | 78,260 | 58,472 | 58,641 | 98.81% | 98.81% |
01/12/2023 | 1.12% | 0.77 | 0.78 | 50,000 | 25,000 | 78,125 | 76,563 | 69,339 | 68,824 | 100.00% | 100.00% |
30/11/2023 | 0.91% | 1.06 | 1.07 | 50,000 | 25,000 | 78,125 | 76,563 | 85,555 | 84,613 | 100.00% | 100.00% |
29/11/2023 | 0.81% | 1.17 | 1.18 | 50,000 | 25,000 | 78,125 | 76,563 | 96,663 | 95,638 | 100.00% | 100.00% |
28/11/2023 | 0.61% | 1.56 | 1.57 | 50,000 | 25,000 | 78,125 | 76,563 | 126,802 | 125,121 | 100.00% | 100.00% |