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 | - | - |
17/03/2023 | 0.98% | 2.04 | 2.06 | 25,000 | 25,000 | 25,000 | 25,000 | 50,630 | 51,130 | 90.78% | 90.78% |
16/03/2023 | 0.99% | 2.01 | 2.03 | 25,000 | 25,000 | 30,913 | 30,913 | 61,825 | 62,443 | 83.57% | 83.57% |
15/03/2023 | 0.76% | 2.09 | 2.11 | 25,000 | 25,000 | 36,707 | 36,707 | 73,359 | 73,872 | 51.09% | 51.09% |
14/03/2023 | 0.52% | 1.93 | 1.94 | 50,000 | 50,000 | 50,000 | 50,000 | 96,693 | 97,193 | 100.00% | 100.00% |
13/03/2023 | 0.52% | 1.92 | 1.93 | 50,000 | 50,000 | 50,000 | 49,998 | 96,617 | 97,113 | 95.15% | 95.15% |
10/03/2023 | 0.54% | 1.85 | 1.86 | 50,000 | 50,000 | 50,000 | 50,000 | 92,627 | 93,127 | 98.72% | 98.72% |
09/03/2023 | 0.54% | 1.82 | 1.83 | 50,000 | 50,000 | 50,000 | 50,000 | 91,787 | 92,287 | 100.00% | 100.00% |
08/03/2023 | 0.55% | 1.81 | 1.82 | 50,000 | 50,000 | 50,000 | 50,000 | 90,516 | 91,016 | 99.74% | 99.74% |
07/03/2023 | 0.56% | 1.80 | 1.81 | 50,000 | 50,000 | 50,000 | 50,000 | 89,530 | 90,030 | 100.00% | 100.00% |