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 | 1.62% | 1.37 | 1.10 | 40,000 | 40,000 | 40,000 | 40,000 | 46,505 | 47,247 | 16.06% | 94.61% |
24/02/2022 | 1.21% | 0.90 | 0.91 | 40,000 | 40,000 | 38,951 | 38,951 | 34,268 | 34,669 | 88.18% | 88.18% |
23/02/2022 | 0.52% | 1.87 | 1.88 | 40,000 | 40,000 | 40,000 | 40,000 | 76,630 | 77,030 | 99.93% | 99.93% |
22/02/2022 | 0.50% | 2.04 | 2.05 | 40,000 | 40,000 | 40,000 | 40,000 | 79,500 | 79,900 | 99.74% | 99.74% |
21/02/2022 | 0.45% | 2.04 | 2.05 | 80,000 | 80,000 | 80,000 | 80,000 | 178,593 | 179,393 | 99.99% | 99.99% |
18/02/2022 | 0.38% | 2.51 | 2.52 | 80,000 | 80,000 | 80,000 | 80,000 | 212,401 | 213,201 | 100.00% | 100.00% |
17/02/2022 | 0.36% | 2.75 | 2.76 | 80,000 | 80,000 | 80,000 | 80,000 | 223,006 | 223,806 | 99.99% | 99.99% |
16/02/2022 | 0.34% | 2.94 | 2.95 | 80,000 | 80,000 | 80,000 | 80,000 | 235,261 | 236,061 | 100.00% | 100.00% |