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 | 0.90% | 2.34 | 2.36 | 300,000 | 300,000 | 286,804 | 286,804 | 662,896 | 668,764 | 98.07% | 98.07% |
16/06/2022 | 1.28% | 2.37 | 2.40 | 150,000 | 150,000 | 150,000 | 150,000 | 350,724 | 355,224 | 98.17% | 98.17% |
15/06/2022 | 1.06% | 2.64 | 2.67 | 150,000 | 150,000 | 173,676 | 173,676 | 462,130 | 466,867 | 98.40% | 98.40% |
14/06/2022 | 0.80% | 2.49 | 2.51 | 300,000 | 300,000 | 300,000 | 300,000 | 744,304 | 750,304 | 100.00% | 100.00% |
13/06/2022 | 1.25% | 2.43 | 2.46 | 150,000 | 150,000 | 150,000 | 150,000 | 358,898 | 363,398 | 98.36% | 98.36% |
10/06/2022 | 1.16% | 2.53 | 2.56 | 150,000 | 150,000 | 150,000 | 150,000 | 385,602 | 390,102 | 99.61% | 99.61% |
09/06/2022 | 1.08% | 2.77 | 2.80 | 150,000 | 150,000 | 150,000 | 150,000 | 415,593 | 420,093 | 100.00% | 100.00% |
08/06/2022 | 1.08% | 2.72 | 2.75 | 150,000 | 150,000 | 150,000 | 150,000 | 414,969 | 419,469 | 99.95% | 99.95% |
07/06/2022 | 1.03% | 2.87 | 2.90 | 150,000 | 150,000 | 150,000 | 150,000 | 436,648 | 441,148 | 100.00% | 100.00% |