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 | - | - |
28/02/2022 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/02/2022 | 1.33% | 1.61 | 1.33 | 40,000 | 40,000 | 40,000 | 40,000 | 56,004 | 56,736 | 15.73% | 94.28% |
24/02/2022 | 0.95% | 1.14 | 1.15 | 40,000 | 40,000 | 38,951 | 38,951 | 43,427 | 43,827 | 88.18% | 88.18% |
23/02/2022 | 0.46% | 2.10 | 2.11 | 40,000 | 40,000 | 40,000 | 40,000 | 86,194 | 86,594 | 99.93% | 99.93% |
22/02/2022 | 0.45% | 2.28 | 2.29 | 40,000 | 40,000 | 40,000 | 40,000 | 89,060 | 89,460 | 99.74% | 99.74% |
21/02/2022 | 0.41% | 2.28 | 2.29 | 80,000 | 80,000 | 80,000 | 80,000 | 197,671 | 198,471 | 100.00% | 100.00% |
18/02/2022 | 0.35% | 2.75 | 2.76 | 80,000 | 80,000 | 80,000 | 80,000 | 231,179 | 231,979 | 100.00% | 100.00% |
17/02/2022 | 0.33% | 2.99 | 3.00 | 80,000 | 80,000 | 80,000 | 80,000 | 241,803 | 242,603 | 100.00% | 100.00% |
16/02/2022 | 0.31% | 3.18 | 3.19 | 80,000 | 80,000 | 80,000 | 80,000 | 254,109 | 254,909 | 100.00% | 100.00% |