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 | - | - |
31/08/2022 | 1.65% | 0.37 | 0.38 | 75,000 | 75,000 | 75,000 | 75,000 | 46,591 | 47,341 | 27.42% | 27.43% |
30/08/2022 | 1.05% | 0.69 | 0.70 | 75,000 | 75,000 | 75,000 | 75,000 | 71,702 | 72,452 | 100.00% | 100.00% |
29/08/2022 | 1.05% | 1.13 | 1.14 | 75,000 | 75,000 | 75,000 | 75,000 | 71,816 | 72,566 | 100.00% | 100.00% |
26/08/2022 | 0.68% | 1.24 | 1.25 | 75,000 | 75,000 | 75,000 | 75,000 | 110,540 | 111,290 | 100.00% | 100.00% |
25/08/2022 | 0.65% | 1.42 | 1.43 | 75,000 | 75,000 | 75,000 | 75,000 | 114,926 | 115,676 | 100.00% | 100.00% |
24/08/2022 | 0.75% | 1.44 | 1.45 | 75,000 | 75,000 | 75,000 | 75,000 | 99,390 | 100,140 | 100.00% | 100.00% |
23/08/2022 | 0.78% | 1.50 | 1.51 | 75,000 | 75,000 | 75,000 | 75,000 | 95,874 | 96,624 | 99.99% | 99.99% |
22/08/2022 | 0.85% | 1.29 | 1.30 | 75,000 | 75,000 | 75,000 | 74,996 | 88,377 | 89,122 | 100.00% | 100.00% |
19/08/2022 | 0.67% | 1.40 | 1.41 | 75,000 | 75,000 | 74,997 | 74,999 | 111,002 | 111,755 | 97.71% | 97.71% |