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 | - | 0.03 | 0.02 | 150,000 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/06/2022 | 46.21% | 0.02 | 0.04 | 150,000 | 150,000 | 164,368 | 156,158 | 6,367 | 8,695 | 73.02% | 73.02% |
15/06/2022 | 9.21% | 0.10 | 0.11 | 500,000 | 300,000 | 482,204 | 300,000 | 49,990 | 34,176 | 99.94% | 99.94% |
14/06/2022 | 6.86% | 0.10 | 0.11 | 500,000 | 300,000 | 362,274 | 300,000 | 51,052 | 45,983 | 99.98% | 99.98% |
13/06/2022 | 5.59% | 0.21 | 0.22 | 300,000 | 300,000 | 299,772 | 300,000 | 58,870 | 62,326 | 68.59% | 84.42% |
10/06/2022 | 7.18% | 0.27 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 80,668 | 86,658 | 94.95% | 94.95% |
09/06/2022 | 5.12% | 0.36 | 0.38 | 300,000 | 300,000 | 300,000 | 300,000 | 114,186 | 120,186 | 100.00% | 100.00% |
08/06/2022 | 5.10% | 0.38 | 0.40 | 300,000 | 300,000 | 300,000 | 300,000 | 114,909 | 120,909 | 100.00% | 100.00% |
07/06/2022 | 4.78% | 0.41 | 0.43 | 300,000 | 300,000 | 300,000 | 300,000 | 122,567 | 128,567 | 99.68% | 99.68% |