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 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 3.34% | 91.01% |
16/06/2022 | 19.92% | 0.03 | 0.04 | 830,000 | 830,000 | 830,000 | 830,000 | 49,738 | 58,038 | 96.91% | 96.91% |
15/06/2022 | 2.34% | 0.44 | 0.45 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 426,069 | 436,069 | 99.47% | 99.47% |
14/06/2022 | 2.66% | 0.27 | 0.28 | 960,000 | 960,000 | 960,000 | 960,000 | 366,341 | 375,941 | 97.10% | 97.10% |
13/06/2022 | 1.88% | 0.44 | 0.45 | 670,000 | 670,000 | 670,000 | 670,000 | 357,579 | 364,279 | 99.46% | 99.46% |
10/06/2022 | 0.81% | 0.95 | 0.96 | 550,000 | 550,000 | 550,000 | 550,000 | 687,865 | 693,365 | 99.06% | 99.06% |
09/06/2022 | 0.52% | 1.73 | 1.74 | 530,000 | 530,000 | 530,000 | 530,000 | 1,024,040 | 1,029,340 | 98.02% | 98.02% |
08/06/2022 | 0.44% | 2.18 | 2.19 | 530,000 | 530,000 | 530,000 | 530,000 | 1,206,240 | 1,211,540 | 98.58% | 98.58% |
07/06/2022 | 0.42% | 2.45 | 2.46 | 520,000 | 520,000 | 520,000 | 520,000 | 1,225,800 | 1,231,000 | 99.63% | 99.63% |