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 | 3.68% | 0.03 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 133,995 | 138,995 | 57.24% | 93.10% |
07/12/2023 | 2.61% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 189,051 | 194,051 | 99.49% | 99.49% |
06/12/2023 | 2.78% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 180,210 | 185,210 | 98.93% | 98.93% |
05/12/2023 | 1.79% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 279,276 | 284,276 | 100.00% | 100.00% |
04/12/2023 | 1.54% | 0.66 | 0.67 | 500,000 | 500,000 | 500,000 | 500,000 | 323,435 | 328,435 | 98.90% | 98.90% |
01/12/2023 | 1.46% | 0.64 | 0.65 | 500,000 | 500,000 | 500,000 | 500,000 | 341,556 | 346,556 | 100.00% | 100.00% |
30/11/2023 | 1.22% | 0.78 | 0.79 | 500,000 | 500,000 | 500,000 | 500,000 | 408,396 | 413,396 | 96.49% | 96.49% |
29/11/2023 | 1.16% | 0.85 | 0.86 | 500,000 | 500,000 | 500,000 | 500,000 | 428,310 | 433,310 | 99.30% | 99.30% |
28/11/2023 | 0.97% | 0.98 | 0.99 | 500,000 | 500,000 | 500,000 | 500,000 | 513,283 | 518,283 | 100.00% | 100.00% |