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 | - | - |
18/03/2022 | 2.43% | 0.41 | 0.42 | 120,000 | 120,000 | 120,000 | 120,000 | 48,809 | 50,009 | 91.33% | 91.33% |
17/03/2022 | 2.60% | 0.39 | 0.40 | 130,000 | 130,000 | 130,000 | 130,000 | 49,404 | 50,704 | 92.52% | 92.52% |
16/03/2022 | 2.58% | 0.35 | 0.36 | 130,000 | 130,000 | 130,000 | 130,000 | 49,776 | 51,076 | 85.68% | 85.68% |
15/03/2022 | 3.41% | 0.32 | 0.33 | 130,000 | 130,000 | 130,000 | 130,000 | 37,723 | 39,023 | 98.85% | 98.85% |
14/03/2022 | 3.29% | 0.29 | 0.30 | 140,000 | 140,000 | 140,000 | 140,000 | 41,833 | 43,233 | 99.70% | 99.70% |
11/03/2022 | 3.84% | 0.25 | 0.26 | 160,000 | 160,000 | 160,000 | 160,000 | 41,234 | 42,834 | 98.91% | 98.91% |
10/03/2022 | 5.67% | 0.18 | 0.19 | 160,000 | 160,000 | 160,000 | 160,000 | 27,571 | 29,171 | 99.60% | 99.60% |
09/03/2022 | 6.55% | 0.17 | 0.18 | 240,000 | 240,000 | 240,000 | 240,000 | 35,598 | 37,998 | 76.32% | 76.32% |
08/03/2022 | 11.83% | 0.07 | 0.08 | 240,000 | 240,000 | 240,000 | 240,000 | 19,274 | 21,674 | 96.10% | 96.10% |