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 | 10.62% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 45,639 | 50,639 | 5.48% | 5.48% |
13/01/2022 | 7.08% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 70,683 | 75,683 | 99.82% | 99.82% |
12/01/2022 | 4.70% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 105,757 | 110,757 | 99.68% | 99.68% |
11/01/2022 | 2.62% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 188,561 | 193,561 | 99.94% | 99.94% |
10/01/2022 | 2.44% | 0.44 | 0.45 | 500,000 | 500,000 | 500,000 | 500,000 | 202,692 | 207,692 | 100.00% | 100.00% |
07/01/2022 | 2.89% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 171,388 | 176,388 | 100.00% | 100.00% |
06/01/2022 | 2.55% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 196,427 | 201,427 | 99.91% | 99.91% |
05/01/2022 | 2.02% | 0.43 | 0.44 | 500,000 | 500,000 | 499,992 | 500,000 | 247,896 | 252,900 | 99.86% | 99.86% |
04/01/2022 | 1.74% | 0.53 | 0.54 | 500,000 | 500,000 | 500,000 | 499,995 | 286,231 | 291,229 | 100.00% | 100.00% |