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 | - | - |
17/06/2022 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 87.49% |
16/06/2022 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 62.64% |
15/06/2022 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 67.76% |
14/06/2022 | - | 0.01 | 0.01 | 500,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 95.09% |
13/06/2022 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
10/06/2022 | 66.67% | 0.01 | 0.01 | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 | 2,000 | 62.58% | 86.92% |
09/06/2022 | 31.38% | 0.02 | 0.03 | 500,000 | 100,000 | 500,000 | 100,000 | 14,158 | 3,832 | 98.24% | 98.24% |
08/06/2022 | 17.87% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 25,789 | 6,158 | 97.07% | 97.07% |
07/06/2022 | 18.51% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 24,786 | 5,957 | 97.86% | 97.86% |