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 | - | - |
22/07/2022 | 40.00% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 | 45,000 | 99.85% | 99.85% |
21/07/2022 | 50.04% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 27,542 | 45,179 | 100.00% | 100.00% |
20/07/2022 | 98.84% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,276 | 44,985 | 100.00% | 100.00% |
19/07/2022 | 100.00% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 | 45,000 | 100.00% | 100.00% |
18/07/2022 | 100.00% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 | 45,000 | 98.79% | 98.79% |
15/07/2022 | 100.00% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 | 45,000 | 99.89% | 99.89% |
14/07/2022 | 94.85% | 0.01 | 0.01 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 | 42,684 | 99.88% | 99.88% |
13/07/2022 | 73.62% | 0.01 | 0.01 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 | 33,127 | 98.66% | 98.66% |
12/07/2022 | 68.30% | 0.01 | 0.02 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 | 30,734 | 100.00% | 100.00% |