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 | 7.01% | 0.09 | 0.12 | 500,000 | 250,000 | 366,406 | 250,000 | 50,426 | 36,975 | 70.66% | 77.22% |
07/12/2023 | 5.66% | 0.15 | 0.16 | 500,000 | 500,000 | 328,478 | 303,725 | 55,562 | 54,208 | 99.38% | 99.38% |
06/12/2023 | 5.05% | 0.20 | 0.21 | 500,000 | 500,000 | 318,716 | 305,427 | 62,226 | 62,815 | 98.32% | 98.32% |
05/12/2023 | 5.30% | 0.17 | 0.18 | 500,000 | 500,000 | 317,094 | 304,430 | 57,459 | 58,163 | 99.73% | 99.73% |
04/12/2023 | 4.46% | 0.19 | 0.20 | 500,000 | 500,000 | 306,078 | 305,419 | 66,238 | 69,171 | 98.59% | 98.59% |
01/12/2023 | 4.50% | 0.22 | 0.23 | 500,000 | 500,000 | 303,580 | 303,580 | 66,017 | 69,053 | 99.30% | 99.30% |
30/11/2023 | 5.77% | 0.19 | 0.20 | 500,000 | 500,000 | 349,040 | 304,714 | 59,090 | 54,802 | 99.88% | 99.88% |