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 | - | - | 0.07 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.35% |
16/06/2022 | 167.28% | 0.01 | 0.07 | 300,000 | 300,000 | 300,000 | 300,000 | 1,927 | 21,110 | 81.68% | 99.83% |
15/06/2022 | 11.21% | 0.10 | 0.11 | 300,000 | 300,000 | 300,000 | 300,000 | 25,813 | 28,813 | 99.54% | 99.54% |
14/06/2022 | 13.60% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 21,556 | 24,556 | 99.02% | 99.02% |
13/06/2022 | 8.03% | 0.10 | 0.11 | 300,000 | 300,000 | 300,000 | 300,000 | 36,627 | 39,627 | 100.00% | 100.00% |
10/06/2022 | 2.27% | 0.30 | 0.31 | 190,000 | 190,000 | 190,000 | 190,000 | 85,667 | 87,567 | 98.28% | 98.28% |
09/06/2022 | 1.14% | 0.75 | 0.76 | 170,000 | 170,000 | 170,000 | 170,000 | 150,279 | 151,979 | 100.00% | 100.00% |
08/06/2022 | 0.94% | 1.00 | 1.01 | 170,000 | 170,000 | 170,000 | 170,000 | 181,352 | 183,052 | 100.00% | 100.00% |
07/06/2022 | 0.90% | 1.14 | 1.15 | 170,000 | 170,000 | 170,000 | 170,000 | 188,968 | 190,668 | 100.00% | 100.00% |