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 | - | - |
16/03/2022 | 11.53% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 82,749 | 92,749 | 99.97% | 99.97% |
15/03/2022 | 9.94% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 97,061 | 107,061 | 99.87% | 99.87% |
14/03/2022 | 6.91% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 140,131 | 150,131 | 99.95% | 99.95% |
11/03/2022 | 5.60% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 173,932 | 183,932 | 100.00% | 100.00% |
10/03/2022 | 4.61% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 212,665 | 222,665 | 99.91% | 99.91% |
09/03/2022 | 4.65% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 210,093 | 220,093 | 100.00% | 100.00% |
08/03/2022 | 4.50% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 217,446 | 227,446 | 99.52% | 99.52% |
07/03/2022 | 4.02% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 244,600 | 254,600 | 99.99% | 99.99% |
04/03/2022 | 3.22% | 0.31 | 0.32 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 305,776 | 315,776 | 99.98% | 99.98% |