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 | 2.45% | 0.99 | 0.71 | 40,000 | 40,000 | 40,000 | 40,000 | 31,125 | 31,866 | 16.06% | 94.61% |
24/02/2022 | 5.27% | 0.52 | 0.53 | 40,000 | 40,000 | 38,954 | 38,954 | 19,315 | 20,172 | 88.56% | 88.56% |
23/02/2022 | 0.65% | 1.49 | 1.50 | 40,000 | 40,000 | 40,000 | 40,000 | 61,373 | 61,773 | 99.93% | 99.93% |
22/02/2022 | 0.62% | 1.66 | 1.67 | 40,000 | 40,000 | 40,000 | 40,000 | 64,244 | 64,644 | 99.74% | 99.74% |
21/02/2022 | 0.54% | 1.66 | 1.67 | 80,000 | 80,000 | 80,000 | 80,000 | 148,142 | 148,942 | 100.00% | 100.00% |
18/02/2022 | 0.44% | 2.13 | 2.14 | 80,000 | 80,000 | 80,000 | 80,000 | 181,474 | 182,274 | 100.00% | 100.00% |
17/02/2022 | 0.42% | 2.37 | 2.38 | 80,000 | 80,000 | 80,000 | 80,000 | 192,068 | 192,868 | 100.00% | 100.00% |
16/02/2022 | 0.39% | 2.55 | 2.56 | 80,000 | 80,000 | 80,000 | 80,000 | 204,183 | 204,983 | 100.00% | 100.00% |