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 | 10.96% | 0.08 | 0.09 | 199,359 | 50,000 | 200,602 | 50,000 | 17,448 | 4,847 | 25.89% | 25.95% |
07/12/2023 | 7.06% | 0.12 | 0.13 | 203,703 | 50,000 | 205,105 | 50,000 | 28,184 | 7,369 | 99.57% | 99.57% |
06/12/2023 | 5.98% | 0.15 | 0.16 | 205,526 | 50,000 | 207,597 | 50,000 | 33,953 | 8,673 | 100.00% | 100.00% |
05/12/2023 | 4.94% | 0.19 | 0.20 | 209,661 | 50,000 | 210,788 | 50,000 | 41,676 | 10,384 | 100.00% | 100.00% |
04/12/2023 | 5.01% | 0.20 | 0.21 | 210,696 | 50,000 | 210,339 | 50,000 | 40,975 | 10,240 | 96.15% | 96.15% |
01/12/2023 | 4.79% | 0.21 | 0.22 | 211,438 | 50,000 | 211,384 | 50,000 | 43,099 | 10,693 | 100.00% | 100.00% |
30/11/2023 | 4.32% | 0.22 | 0.23 | 212,591 | 50,000 | 213,470 | 50,000 | 48,373 | 11,831 | 91.36% | 91.36% |
29/11/2023 | 4.37% | 0.23 | 0.24 | 214,335 | 50,000 | 213,781 | 50,000 | 47,917 | 11,706 | 100.00% | 100.00% |
28/11/2023 | 4.13% | 0.23 | 0.24 | 215,193 | 50,000 | 210,970 | 50,000 | 49,987 | 12,352 | 100.00% | 100.00% |