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 | - | - |
27/06/2022 | 2.93% | 0.34 | 0.35 | 150,000 | 150,000 | 160,020 | 160,020 | 53,758 | 55,358 | 46.67% | 46.67% |
24/06/2022 | 2.53% | 0.37 | 0.38 | 150,000 | 150,000 | 145,046 | 145,046 | 56,646 | 58,096 | 99.76% | 99.76% |
23/06/2022 | 2.75% | 0.35 | 0.36 | 150,000 | 150,000 | 150,150 | 150,150 | 53,889 | 55,391 | 100.00% | 100.00% |
22/06/2022 | 2.86% | 0.34 | 0.35 | 175,000 | 175,000 | 154,536 | 154,536 | 53,292 | 54,837 | 100.00% | 100.00% |
21/06/2022 | 3.12% | 0.30 | 0.31 | 175,000 | 175,000 | 175,000 | 175,000 | 55,306 | 57,056 | 100.00% | 100.00% |
20/06/2022 | 3.02% | 0.33 | 0.34 | 175,000 | 175,000 | 175,000 | 175,000 | 57,104 | 58,854 | 100.00% | 100.00% |
17/06/2022 | 3.21% | 0.33 | 0.34 | 175,000 | 175,000 | 175,000 | 175,000 | 53,730 | 55,480 | 100.00% | 100.00% |
16/06/2022 | 2.90% | 0.32 | 0.33 | 175,000 | 175,000 | 157,389 | 157,389 | 53,359 | 54,933 | 99.38% | 99.38% |
15/06/2022 | 2.79% | 0.35 | 0.36 | 150,000 | 150,000 | 149,820 | 149,820 | 52,993 | 54,491 | 100.00% | 100.00% |