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 | 6.39% | 0.16 | 0.17 | 325,000 | 325,000 | 344,457 | 344,457 | 52,186 | 55,631 | 84.38% | 84.38% |
16/06/2022 | 3.56% | 0.19 | 0.20 | 275,000 | 275,000 | 192,095 | 192,095 | 53,087 | 55,008 | 100.00% | 100.00% |
15/06/2022 | 2.01% | 0.52 | 0.53 | 100,000 | 100,000 | 115,937 | 115,936 | 56,904 | 58,064 | 100.00% | 100.00% |
14/06/2022 | 2.27% | 0.51 | 0.52 | 125,000 | 125,000 | 127,348 | 127,348 | 55,584 | 56,858 | 100.00% | 100.00% |
13/06/2022 | 2.31% | 0.48 | 0.49 | 125,000 | 125,000 | 125,178 | 125,178 | 53,715 | 54,967 | 99.94% | 99.94% |
10/06/2022 | 2.98% | 0.39 | 0.40 | 150,000 | 150,000 | 164,796 | 164,796 | 54,614 | 56,262 | 100.00% | 100.00% |
09/06/2022 | 3.50% | 0.29 | 0.30 | 175,000 | 175,000 | 188,110 | 188,110 | 52,832 | 54,713 | 98.28% | 98.28% |
08/06/2022 | 3.65% | 0.25 | 0.26 | 200,000 | 200,000 | 198,887 | 198,887 | 53,542 | 55,531 | 100.00% | 100.00% |
07/06/2022 | 3.77% | 0.23 | 0.24 | 225,000 | 225,000 | 204,447 | 204,447 | 53,322 | 55,367 | 98.14% | 98.14% |