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 | 9.25% | 0.08 | 0.09 | 173,887 | 100,000 | 172,383 | 100,000 | 17,931 | 11,406 | 57.18% | 57.18% |
07/12/2023 | 8.31% | 0.12 | 0.13 | 171,773 | 100,000 | 171,796 | 100,000 | 19,927 | 12,601 | 99.58% | 99.58% |
06/12/2023 | 16.50% | 0.13 | 0.15 | 50,000 | 50,000 | 50,000 | 50,000 | 5,637 | 6,637 | 100.00% | 100.00% |
05/12/2023 | 8.11% | 0.13 | 0.14 | 170,467 | 100,000 | 171,342 | 100,000 | 20,452 | 12,941 | 100.00% | 100.00% |
04/12/2023 | 7.03% | 0.11 | 0.12 | 171,776 | 100,000 | 169,760 | 100,000 | 23,689 | 14,967 | 96.15% | 96.15% |
01/12/2023 | 5.93% | 0.17 | 0.18 | 167,796 | 100,000 | 168,597 | 100,000 | 27,746 | 17,462 | 100.00% | 100.00% |
30/11/2023 | 5.77% | 0.18 | 0.19 | 166,532 | 100,000 | 168,404 | 100,000 | 28,425 | 17,881 | 99.55% | 99.55% |
29/11/2023 | 5.29% | 0.18 | 0.19 | 167,374 | 100,000 | 167,728 | 100,000 | 30,875 | 19,408 | 100.00% | 100.00% |
28/11/2023 | 5.91% | 0.17 | 0.18 | 169,803 | 100,000 | 169,994 | 100,000 | 27,949 | 17,442 | 100.00% | 100.00% |