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 | - | - |
29/09/2022 | 2.88% | 0.19 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 69,829 | 71,829 | 84.47% | 85.17% |
28/09/2022 | 2.71% | 0.57 | 0.58 | 200,000 | 200,000 | 200,000 | 200,000 | 77,400 | 79,400 | 97.89% | 98.56% |
27/09/2022 | 1.40% | 0.69 | 0.70 | 200,000 | 200,000 | 200,000 | 200,000 | 143,020 | 145,020 | 97.58% | 97.58% |
26/09/2022 | 1.49% | 0.68 | 0.69 | 200,000 | 200,000 | 200,000 | 200,000 | 134,236 | 136,236 | 98.70% | 98.70% |
23/09/2022 | 1.33% | 0.68 | 0.69 | 200,000 | 200,000 | 200,000 | 200,000 | 153,394 | 155,394 | 98.70% | 98.70% |
22/09/2022 | 0.81% | 1.07 | 1.08 | 200,000 | 200,000 | 200,000 | 200,000 | 247,802 | 249,802 | 98.71% | 98.71% |
21/09/2022 | 0.79% | 1.38 | 1.39 | 200,000 | 200,000 | 200,000 | 200,000 | 252,772 | 254,772 | 98.69% | 98.69% |
20/09/2022 | 0.75% | 1.26 | 1.27 | 200,000 | 200,000 | 200,000 | 200,000 | 265,823 | 267,823 | 98.70% | 98.70% |
19/09/2022 | 0.77% | 1.51 | 1.52 | 200,000 | 200,000 | 200,000 | 200,000 | 259,344 | 261,344 | 98.69% | 98.69% |