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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,991 | 250,000 | 1,000 | 3,750 | 84.38% | 84.38% |
16/06/2022 | 114.61% | 0.00 | 0.02 | 1,000,000 | 250,000 | 998,766 | 257,806 | 7,198 | 5,220 | 100.00% | 100.00% |
15/06/2022 | 15.48% | 0.07 | 0.08 | 850,000 | 425,000 | 861,621 | 438,169 | 51,381 | 30,513 | 100.00% | 100.00% |
14/06/2022 | 28.78% | 0.06 | 0.07 | 1,000,000 | 500,000 | 1,000,000 | 267,581 | 31,300 | 11,432 | 100.00% | 100.00% |
13/06/2022 | 24.31% | 0.05 | 0.06 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,729 | 11,682 | 99.94% | 99.94% |
10/06/2022 | 35.11% | 0.04 | 0.05 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,764 | 8,691 | 100.00% | 100.00% |
09/06/2022 | 43.02% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,489 | 7,122 | 98.28% | 98.28% |
08/06/2022 | 53.65% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,904 | 5,976 | 100.00% | 100.00% |
07/06/2022 | 54.65% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,605 | 5,901 | 98.14% | 98.14% |