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 | - | - | 0.08 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 98.35% |
16/06/2022 | - | - | 0.08 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 97.93% |
15/06/2022 | 102.29% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 1,201 | 3,550 | 16.09% | 98.49% |
14/06/2022 | 52.89% | 0.01 | 0.03 | 100,000 | 100,000 | 59,200 | 59,200 | 1,821 | 3,036 | 95.51% | 99.33% |
13/06/2022 | 104.24% | 0.05 | 0.07 | 100,000 | 100,000 | 60,142 | 60,142 | 3,280 | 10,418 | 97.74% | 97.74% |
10/06/2022 | 4.64% | 0.23 | 0.25 | 70,000 | 70,000 | 46,153 | 46,153 | 20,205 | 21,128 | 97.21% | 97.21% |
09/06/2022 | 1.99% | 0.87 | 0.89 | 70,000 | 70,000 | 46,466 | 46,466 | 45,908 | 46,837 | 99.34% | 99.34% |
08/06/2022 | 1.79% | 1.14 | 1.16 | 60,000 | 60,000 | 36,377 | 36,377 | 40,382 | 41,110 | 98.98% | 98.98% |
07/06/2022 | 2.11% | 1.09 | 1.11 | 70,000 | 70,000 | 46,378 | 46,378 | 43,871 | 44,799 | 98.96% | 98.96% |