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 | - | - |
18/03/2022 | 25.06% | 0.16 | 0.20 | 110,000 | 110,000 | 109,994 | 110,000 | 15,560 | 19,961 | 100.00% | 100.00% |
17/03/2022 | 37.63% | 0.10 | 0.14 | 140,000 | 140,000 | 139,988 | 140,000 | 12,560 | 18,161 | 99.53% | 99.53% |
16/03/2022 | 74.02% | 0.04 | 0.08 | 190,000 | 190,000 | 190,000 | 190,000 | 7,421 | 15,021 | 99.53% | 99.82% |
15/03/2022 | 72.31% | 0.01 | 0.05 | 110,000 | 110,000 | 110,000 | 110,000 | 5,449 | 9,849 | 94.49% | 95.58% |
14/03/2022 | 20.04% | 0.17 | 0.21 | 110,000 | 110,000 | 110,000 | 110,000 | 20,035 | 24,435 | 99.77% | 99.77% |
11/03/2022 | 12.52% | 0.34 | 0.38 | 110,000 | 110,000 | 110,000 | 110,000 | 33,146 | 37,546 | 99.59% | 99.59% |
10/03/2022 | 9.82% | 0.32 | 0.36 | 110,000 | 110,000 | 110,000 | 110,000 | 42,994 | 47,394 | 98.77% | 98.77% |
09/03/2022 | 7.56% | 0.45 | 0.49 | 110,000 | 110,000 | 110,000 | 110,000 | 58,168 | 62,568 | 92.00% | 92.00% |
08/03/2022 | 1.41% | 0.78 | 0.79 | 110,000 | 110,000 | 110,000 | 110,000 | 78,122 | 79,222 | 92.84% | 92.84% |