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 | 4.70% | 0.06 | 0.07 | 150,000 | 150,000 | 150,000 | 150,000 | 32,117 | 33,617 | 72.63% | 72.63% |
07/12/2023 | 3.71% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 40,221 | 41,721 | 100.00% | 100.00% |
06/12/2023 | 2.77% | 0.33 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 53,582 | 55,082 | 99.94% | 99.94% |
05/12/2023 | 2.26% | 0.34 | 0.35 | 150,000 | 150,000 | 150,000 | 150,000 | 66,425 | 67,925 | 99.75% | 99.75% |
04/12/2023 | 1.34% | 0.49 | 0.50 | 150,000 | 150,000 | 150,000 | 150,000 | 113,061 | 114,561 | 99.90% | 99.90% |
01/12/2023 | 1.19% | 0.86 | 0.87 | 150,000 | 150,000 | 150,000 | 150,000 | 125,470 | 126,970 | 100.00% | 100.00% |
30/11/2023 | 1.32% | 0.81 | 0.82 | 150,000 | 150,000 | 150,000 | 150,000 | 113,351 | 114,851 | 100.00% | 100.00% |
29/11/2023 | 1.37% | 0.73 | 0.74 | 150,000 | 150,000 | 150,000 | 150,000 | 109,194 | 110,694 | 100.00% | 100.00% |
28/11/2023 | 1.64% | 0.71 | 0.72 | 150,000 | 150,000 | 150,000 | 150,000 | 90,926 | 92,426 | 99.59% | 99.59% |