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 | 32.73% | 0.17 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 9,105 | 12,605 | 98.35% | 98.35% |
16/06/2022 | 21.26% | 0.19 | 0.26 | 70,000 | 70,000 | 46,129 | 46,129 | 13,762 | 16,991 | 97.89% | 97.89% |
15/06/2022 | 3.11% | 0.65 | 0.68 | 80,000 | 80,000 | 48,476 | 48,476 | 35,155 | 36,278 | 98.34% | 98.34% |
14/06/2022 | 2.44% | 0.62 | 0.65 | 80,000 | 80,000 | 48,574 | 48,574 | 39,617 | 40,614 | 99.20% | 99.20% |
13/06/2022 | 13.51% | 0.83 | 0.85 | 60,000 | 60,000 | 36,085 | 36,085 | 33,603 | 37,885 | 97.74% | 97.74% |
10/06/2022 | 0.99% | 1.57 | 1.59 | 60,000 | 60,000 | 36,153 | 36,153 | 71,021 | 71,744 | 97.20% | 97.20% |
09/06/2022 | 0.70% | 2.68 | 2.70 | 60,000 | 60,000 | 36,466 | 36,466 | 102,891 | 103,620 | 99.34% | 99.34% |
08/06/2022 | 0.68% | 2.99 | 3.01 | 60,000 | 60,000 | 36,377 | 36,377 | 107,314 | 108,042 | 98.97% | 98.97% |
07/06/2022 | 0.74% | 2.90 | 2.92 | 60,000 | 60,000 | 36,378 | 36,378 | 98,531 | 99,259 | 98.96% | 98.96% |