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 | 3.34% | 1.67 | 1.73 | 160,000 | 160,000 | 160,000 | 160,000 | 282,667 | 292,267 | 95.89% | 95.89% |
16/06/2022 | 3.26% | 1.87 | 1.93 | 160,000 | 160,000 | 160,000 | 160,000 | 290,556 | 300,156 | 98.56% | 98.56% |
15/06/2022 | 0.67% | 1.41 | 1.42 | 160,000 | 160,000 | 160,000 | 160,000 | 237,002 | 238,602 | 99.00% | 99.00% |
14/06/2022 | 0.63% | 1.69 | 1.70 | 160,000 | 160,000 | 160,000 | 160,000 | 254,695 | 256,295 | 79.49% | 79.49% |
13/06/2022 | 0.67% | 1.54 | 1.55 | 160,000 | 160,000 | 160,000 | 160,000 | 238,030 | 239,630 | 82.02% | 82.02% |
10/06/2022 | 1.23% | 1.05 | 1.06 | 210,000 | 210,000 | 210,000 | 210,000 | 171,832 | 173,932 | 98.28% | 98.28% |
09/06/2022 | 2.59% | 0.48 | 0.49 | 280,000 | 280,000 | 280,000 | 280,000 | 109,453 | 112,253 | 100.00% | 100.00% |
08/06/2022 | 3.37% | 0.32 | 0.33 | 300,000 | 300,000 | 300,000 | 300,000 | 88,306 | 91,306 | 100.00% | 100.00% |
07/06/2022 | 3.40% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 87,259 | 90,259 | 100.00% | 100.00% |