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 | - | - |
04/03/2022 | 10.68% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 106,091 | 116,091 | 67.04% | 67.04% |
03/03/2022 | 5.24% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 186,373 | 196,373 | 100.00% | 100.00% |
02/03/2022 | 4.90% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 199,586 | 209,586 | 98.43% | 98.43% |
01/03/2022 | 3.72% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 265,436 | 275,436 | 99.62% | 99.62% |
28/02/2022 | 3.42% | 0.31 | 0.32 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 288,357 | 298,357 | 100.00% | 100.00% |
25/02/2022 | 3.38% | 0.33 | 0.34 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 293,218 | 303,218 | 99.68% | 99.68% |
24/02/2022 | 3.98% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 940,814 | 940,814 | 254,275 | 264,290 | 99.68% | 99.68% |
23/02/2022 | 2.37% | 0.39 | 0.40 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 417,835 | 427,835 | 99.88% | 99.88% |
22/02/2022 | 2.37% | 0.41 | 0.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 416,664 | 426,664 | 99.77% | 99.77% |