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 | 26.55% | 0.01 | 0.08 | 500,000 | 50,000 | 483,829 | 27,614 | 45,242 | 3,391 | 73.87% | 86.41% |
07/12/2023 | 5.36% | 0.26 | 0.27 | 200,000 | 50,000 | 119,438 | 30,658 | 52,119 | 13,926 | 97.56% | 97.56% |
06/12/2023 | 5.05% | 0.49 | 0.50 | 110,000 | 50,000 | 105,813 | 30,609 | 51,551 | 15,525 | 98.40% | 98.40% |
05/12/2023 | 4.34% | 0.60 | 0.61 | 90,000 | 50,000 | 90,000 | 30,525 | 51,981 | 18,375 | 99.90% | 99.90% |
04/12/2023 | 5.44% | 0.63 | 0.64 | 80,000 | 50,000 | 112,044 | 30,597 | 52,754 | 15,954 | 98.62% | 98.62% |
01/12/2023 | 5.63% | 0.45 | 0.46 | 120,000 | 50,000 | 116,045 | 30,526 | 51,876 | 14,665 | 99.91% | 99.91% |
30/11/2023 | 8.36% | 0.44 | 0.45 | 120,000 | 50,000 | 169,047 | 30,525 | 51,356 | 10,665 | 99.91% | 99.91% |
29/11/2023 | 7.20% | 0.27 | 0.28 | 190,000 | 50,000 | 157,211 | 30,560 | 51,358 | 10,467 | 99.30% | 99.30% |
28/11/2023 | 6.57% | 0.39 | 0.40 | 130,000 | 50,000 | 136,638 | 30,539 | 52,019 | 12,547 | 99.67% | 99.67% |