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 | 5.59% | 0.08 | 0.09 | 150,000 | 150,000 | 150,000 | 150,000 | 27,601 | 29,101 | 18.22% | 18.22% |
30/08/2022 | 3.10% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 149,995 | 49,039 | 50,537 | 100.00% | 100.00% |
29/08/2022 | 3.01% | 0.41 | 0.42 | 150,000 | 150,000 | 150,000 | 150,000 | 49,960 | 51,460 | 100.00% | 100.00% |
26/08/2022 | 1.74% | 0.46 | 0.47 | 150,000 | 150,000 | 150,000 | 150,000 | 85,564 | 87,064 | 100.00% | 100.00% |
25/08/2022 | 1.67% | 0.55 | 0.56 | 150,000 | 150,000 | 150,000 | 150,000 | 89,590 | 91,090 | 100.00% | 100.00% |
24/08/2022 | 1.96% | 0.56 | 0.57 | 150,000 | 150,000 | 149,997 | 150,000 | 76,151 | 77,653 | 100.00% | 100.00% |
23/08/2022 | 2.05% | 0.59 | 0.60 | 150,000 | 150,000 | 150,000 | 150,000 | 72,954 | 74,454 | 99.99% | 99.99% |
22/08/2022 | 2.25% | 0.49 | 0.50 | 150,000 | 150,000 | 150,000 | 150,000 | 66,177 | 67,677 | 100.00% | 100.00% |
19/08/2022 | 1.73% | 0.54 | 0.55 | 150,000 | 150,000 | 150,000 | 150,000 | 86,360 | 87,860 | 97.71% | 97.71% |