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 | - | 0.04 | 0.10 | 307,565 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.72% |
07/12/2023 | 7.24% | 0.11 | 0.12 | 309,498 | 100,000 | 305,668 | 98,970 | 41,613 | 14,481 | 99.38% | 99.38% |
06/12/2023 | 6.96% | 0.09 | 0.11 | 308,039 | 100,000 | 265,605 | 94,374 | 42,408 | 16,175 | 96.77% | 98.00% |
05/12/2023 | 4.42% | 0.17 | 0.18 | 312,317 | 100,000 | 228,370 | 100,000 | 50,467 | 23,237 | 98.29% | 98.29% |
04/12/2023 | 3.97% | 0.25 | 0.26 | 200,000 | 100,000 | 206,686 | 100,000 | 51,052 | 25,778 | 96.23% | 96.23% |
01/12/2023 | 7.80% | 0.25 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 12,512 | 13,512 | 100.00% | 100.00% |
30/11/2023 | 3.28% | 0.28 | 0.29 | 180,000 | 100,000 | 172,012 | 100,000 | 51,624 | 31,160 | 99.55% | 99.55% |
29/11/2023 | 4.10% | 0.29 | 0.30 | 180,000 | 100,000 | 172,839 | 93,595 | 46,488 | 26,231 | 100.00% | 100.00% |
28/11/2023 | 2.99% | 0.32 | 0.33 | 160,000 | 100,000 | 156,838 | 100,000 | 51,651 | 34,070 | 100.00% | 100.00% |