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 | 34.01% | 0.03 | 0.04 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 73,475 | 103,475 | 100.00% | 100.00% |
21/07/2022 | 36.52% | 0.02 | 0.03 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 67,835 | 97,835 | 100.00% | 100.00% |
20/07/2022 | 35.25% | 0.02 | 0.03 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 70,676 | 100,676 | 99.37% | 99.37% |
19/07/2022 | 33.34% | 0.03 | 0.04 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 74,983 | 104,983 | 99.95% | 99.95% |
18/07/2022 | 30.31% | 0.03 | 0.04 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 85,022 | 115,022 | 100.00% | 100.00% |
15/07/2022 | 25.16% | 0.03 | 0.04 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 104,307 | 134,307 | 99.99% | 99.99% |
14/07/2022 | 26.54% | 0.04 | 0.05 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 98,512 | 128,512 | 99.94% | 99.94% |
13/07/2022 | 28.57% | 0.03 | 0.04 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,000 | 120,000 | 99.73% | 99.73% |
12/07/2022 | 31.52% | 0.03 | 0.04 | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 80,697 | 110,697 | 100.00% | 100.00% |