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 | - | - |
19/09/2022 | - | 0.64 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/09/2022 | - | 0.70 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.70% |
15/09/2022 | 1.29% | 0.77 | 0.77 | 200,000 | 200,000 | 200,000 | 200,000 | 153,790 | 155,790 | 29.52% | 92.05% |
14/09/2022 | 1.36% | 0.75 | 0.76 | 200,000 | 200,000 | 200,000 | 200,000 | 145,832 | 147,832 | 94.90% | 94.90% |
13/09/2022 | 1.26% | 0.82 | 0.83 | 200,000 | 200,000 | 200,000 | 200,000 | 157,704 | 159,704 | 54.18% | 54.18% |
12/09/2022 | 1.37% | 0.72 | 0.73 | 200,000 | 200,000 | 200,000 | 200,000 | 145,391 | 147,391 | 93.33% | 93.33% |
09/09/2022 | 1.45% | 0.69 | 0.70 | 200,000 | 200,000 | 200,000 | 200,000 | 136,939 | 138,939 | 93.54% | 93.54% |
08/09/2022 | 1.65% | 0.63 | 0.64 | 200,000 | 200,000 | 200,000 | 200,000 | 120,544 | 122,544 | 98.10% | 98.10% |
07/09/2022 | 1.73% | 0.59 | 0.60 | 200,000 | 200,000 | 200,000 | 200,000 | 114,628 | 116,628 | 96.97% | 96.97% |