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 | 1.30% | 1.54 | 1.56 | 50,000 | 50,000 | 50,000 | 50,000 | 76,260 | 77,260 | 90.78% | 90.78% |
16/03/2023 | 1.32% | 1.51 | 1.53 | 50,000 | 50,000 | 50,000 | 50,000 | 75,144 | 76,144 | 83.61% | 83.61% |
15/03/2023 | 1.01% | 1.59 | 1.61 | 50,000 | 50,000 | 50,000 | 50,000 | 75,807 | 76,587 | 51.03% | 51.03% |
14/03/2023 | 0.70% | 1.43 | 1.44 | 50,000 | 50,000 | 50,000 | 50,000 | 71,696 | 72,196 | 99.76% | 99.76% |
13/03/2023 | 0.70% | 1.42 | 1.43 | 50,000 | 50,000 | 50,000 | 50,000 | 71,619 | 72,119 | 95.12% | 95.12% |
10/03/2023 | 0.74% | 1.35 | 1.36 | 50,000 | 50,000 | 50,000 | 50,000 | 67,628 | 68,128 | 98.73% | 98.73% |
09/03/2023 | 0.75% | 1.32 | 1.33 | 50,000 | 50,000 | 50,000 | 50,000 | 66,787 | 67,287 | 100.00% | 100.00% |
08/03/2023 | 0.76% | 1.31 | 1.32 | 50,000 | 50,000 | 50,000 | 50,000 | 65,518 | 66,018 | 99.75% | 99.75% |
07/03/2023 | 0.77% | 1.30 | 1.31 | 50,000 | 50,000 | 50,000 | 50,000 | 64,541 | 65,041 | 100.00% | 100.00% |