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 | - | - |
07/11/2022 | 0.67% | 1.50 | 1.50 | 1,004,000 | 986,000 | 979,068 | 979,068 | 1,458,810 | 1,468,600 | 21.13% | 100.00% |
04/11/2022 | 0.67% | 1.49 | 1.50 | 986,000 | 986,000 | 998,355 | 998,355 | 1,493,200 | 1,503,180 | 100.00% | 100.00% |
03/11/2022 | 0.67% | 1.49 | 1.50 | 1,004,000 | 1,004,000 | 1,007,080 | 1,007,080 | 1,507,760 | 1,517,830 | 99.92% | 99.92% |
02/11/2022 | 0.67% | 1.49 | 1.50 | 1,953,000 | 1,953,000 | 1,636,660 | 1,636,660 | 2,438,620 | 2,454,980 | 100.00% | 100.00% |
01/11/2022 | 0.67% | 1.49 | 1.50 | 967,000 | 967,000 | 966,812 | 966,812 | 1,440,550 | 1,450,220 | 100.00% | 100.00% |
31/10/2022 | 0.67% | 1.50 | 1.51 | 1,004,000 | 1,004,000 | 1,001,590 | 1,001,590 | 1,496,690 | 1,506,710 | 100.00% | 100.00% |
28/10/2022 | 0.66% | 1.50 | 1.51 | 1,041,000 | 1,041,000 | 1,029,770 | 1,029,770 | 1,544,940 | 1,555,240 | 100.00% | 100.00% |
27/10/2022 | 0.67% | 1.51 | 1.52 | 1,041,000 | 1,041,000 | 991,595 | 991,595 | 1,480,980 | 1,490,900 | 92.22% | 98.78% |
26/10/2022 | - | 1.46 | - | 856,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |