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 | - | - |
30/03/2022 | 0.53% | 38.55 | 38.75 | 500,000 | 500,000 | 500,000 | 500,000 | 189,759 | 190,759 | 100.00% | 100.00% |
29/03/2022 | 0.50% | 36.15 | 36.35 | 500,000 | 500,000 | 500,000 | 500,000 | 174,670 | 175,544 | 100.00% | 100.00% |
28/03/2022 | 0.45% | 33.85 | 34.00 | 500,000 | 500,000 | 500,000 | 500,000 | 166,342 | 167,092 | 100.00% | 100.00% |
25/03/2022 | 0.45% | 33.25 | 33.40 | 500,000 | 500,000 | 500,000 | 500,000 | 167,637 | 168,389 | 100.00% | 100.00% |
24/03/2022 | 0.45% | 33.05 | 33.20 | 500,000 | 500,000 | 500,000 | 500,000 | 164,831 | 165,581 | 100.00% | 100.00% |
23/03/2022 | 0.51% | 38.00 | 38.20 | 500,000 | 500,000 | 500,000 | 500,000 | 197,616 | 198,616 | 100.00% | 100.00% |
22/03/2022 | 0.50% | 41.20 | 41.40 | 500,000 | 500,000 | 500,000 | 500,000 | 200,683 | 201,683 | 99.99% | 99.99% |
21/03/2022 | 0.48% | 41.40 | 41.60 | 500,000 | 500,000 | 500,000 | 500,000 | 206,730 | 207,730 | 99.43% | 99.43% |
18/03/2022 | 0.49% | 41.55 | 41.75 | 500,000 | 500,000 | 500,000 | 500,000 | 201,822 | 202,822 | 100.00% | 100.00% |