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 | - | - |
03/11/2022 | 6.11% | 0.15 | 0.16 | 325,000 | 325,000 | 296,608 | 296,608 | 47,046 | 50,012 | 2.07% | 2.07% |
02/11/2022 | 3.51% | 0.28 | 0.29 | 400,000 | 400,000 | 251,738 | 251,738 | 70,482 | 73,000 | 53.45% | 100.00% |
01/11/2022 | 3.14% | 0.27 | 0.28 | 200,000 | 200,000 | 173,823 | 173,823 | 54,523 | 56,261 | 100.00% | 100.00% |
31/10/2022 | 3.78% | 0.25 | 0.26 | 225,000 | 225,000 | 203,976 | 203,976 | 52,997 | 55,037 | 97.84% | 97.84% |
28/10/2022 | 3.10% | 0.30 | 0.31 | 175,000 | 175,000 | 174,519 | 174,519 | 55,400 | 57,145 | 100.00% | 100.00% |
27/10/2022 | 2.58% | 0.38 | 0.39 | 150,000 | 150,000 | 144,192 | 144,192 | 55,047 | 56,489 | 100.00% | 100.00% |
26/10/2022 | 2.58% | 0.41 | 0.42 | 150,000 | 150,000 | 146,043 | 146,043 | 55,875 | 57,335 | 100.00% | 100.00% |
25/10/2022 | 3.70% | 0.32 | 0.33 | 175,000 | 175,000 | 193,711 | 193,711 | 51,636 | 53,573 | 94.90% | 94.90% |
24/10/2022 | 3.66% | 0.27 | 0.28 | 200,000 | 200,000 | 198,819 | 198,819 | 53,451 | 55,440 | 100.00% | 100.00% |