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 | - | - |
14/01/2022 | 2.62% | 0.37 | 0.38 | 500,000 | 500,000 | 499,992 | 499,997 | 190,248 | 195,249 | 100.00% | 100.00% |
13/01/2022 | 2.27% | 0.46 | 0.47 | 500,000 | 500,000 | 500,000 | 500,000 | 218,386 | 223,386 | 99.82% | 99.82% |
12/01/2022 | 2.08% | 0.44 | 0.45 | 500,000 | 500,000 | 500,000 | 499,982 | 238,670 | 243,662 | 99.68% | 99.68% |
11/01/2022 | 1.52% | 0.54 | 0.55 | 500,000 | 500,000 | 500,000 | 500,000 | 325,899 | 330,899 | 99.92% | 99.92% |
10/01/2022 | 1.45% | 0.73 | 0.74 | 500,000 | 500,000 | 500,000 | 500,000 | 343,563 | 348,563 | 100.00% | 100.00% |
07/01/2022 | 1.64% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 303,191 | 308,191 | 99.99% | 99.99% |
06/01/2022 | 1.48% | 0.63 | 0.64 | 500,000 | 500,000 | 500,000 | 500,000 | 337,730 | 342,730 | 99.91% | 99.91% |
05/01/2022 | 1.25% | 0.72 | 0.73 | 500,000 | 500,000 | 500,000 | 500,000 | 397,786 | 402,786 | 99.84% | 99.84% |
04/01/2022 | 1.14% | 0.83 | 0.84 | 500,000 | 500,000 | 500,000 | 500,000 | 437,231 | 442,231 | 100.00% | 100.00% |