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 | 2.23% | 0.89 | 0.91 | 225,000 | 75,000 | 225,000 | 75,000 | 200,296 | 68,265 | 100.00% | 100.00% |
16/06/2022 | 1.95% | 0.97 | 0.99 | 225,000 | 75,000 | 225,000 | 75,000 | 232,654 | 79,051 | 100.00% | 100.00% |
15/06/2022 | 1.25% | 1.62 | 1.64 | 225,000 | 75,000 | 225,000 | 75,000 | 358,114 | 120,871 | 100.00% | 100.00% |
14/06/2022 | 1.56% | 1.28 | 1.30 | 225,000 | 75,000 | 225,000 | 75,000 | 286,725 | 97,075 | 100.00% | 100.00% |
13/06/2022 | 1.54% | 1.26 | 1.28 | 225,000 | 75,000 | 225,000 | 75,000 | 290,960 | 98,487 | 99.78% | 99.78% |
10/06/2022 | 1.22% | 1.56 | 1.58 | 225,000 | 75,000 | 225,000 | 75,000 | 368,057 | 124,186 | 100.00% | 100.00% |
09/06/2022 | 1.07% | 1.85 | 1.87 | 225,000 | 75,000 | 225,000 | 75,000 | 418,281 | 140,927 | 95.17% | 95.17% |
08/06/2022 | 1.06% | 1.78 | 1.80 | 225,000 | 75,000 | 225,000 | 75,000 | 421,692 | 142,064 | 100.00% | 100.00% |
07/06/2022 | 0.96% | 1.99 | 2.01 | 225,000 | 75,000 | 225,000 | 75,000 | 465,747 | 156,749 | 100.00% | 100.00% |