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 | - | - |
28/09/2022 | - | 0.18 | 0.19 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/09/2022 | 1.85% | 0.55 | 0.56 | 200,000 | 200,000 | 200,000 | 200,000 | 107,850 | 109,850 | 99.97% | 99.97% |
23/09/2022 | 1.66% | 0.53 | 0.54 | 200,000 | 200,000 | 200,000 | 200,000 | 122,892 | 124,892 | 99.99% | 99.99% |
22/09/2022 | 0.93% | 0.91 | 0.92 | 200,000 | 200,000 | 200,000 | 200,000 | 213,962 | 215,962 | 99.92% | 99.92% |
21/09/2022 | 0.92% | 1.20 | 1.21 | 200,000 | 200,000 | 200,000 | 200,000 | 217,493 | 219,493 | 100.00% | 100.00% |
20/09/2022 | 0.87% | 1.09 | 1.10 | 200,000 | 200,000 | 200,000 | 200,000 | 231,151 | 233,151 | 99.90% | 99.90% |
19/09/2022 | 0.89% | 1.33 | 1.34 | 200,000 | 200,000 | 200,000 | 200,000 | 225,273 | 227,273 | 99.21% | 99.21% |
16/09/2022 | 0.81% | 1.23 | 1.24 | 200,000 | 200,000 | 200,000 | 200,000 | 245,916 | 247,916 | 99.66% | 99.66% |
15/09/2022 | 0.65% | 1.41 | 1.42 | 200,000 | 200,000 | 200,000 | 200,000 | 309,333 | 311,333 | 100.00% | 100.00% |