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 | - | - |
20/07/2022 | - | 0.03 | - | 186,821 | 0 | 0 | 0 | 0 | 0 | 0.00% | 1.78% |
19/07/2022 | 9.21% | 0.08 | 0.09 | 195,713 | 100,000 | 201,506 | 100,000 | 21,216 | 11,511 | 96.03% | 96.03% |
18/07/2022 | 7.55% | 0.11 | 0.12 | 203,419 | 100,000 | 208,170 | 100,000 | 26,978 | 13,931 | 100.00% | 100.00% |
15/07/2022 | 5.62% | 0.19 | 0.20 | 221,763 | 100,000 | 219,226 | 100,000 | 38,034 | 18,343 | 100.00% | 100.00% |
14/07/2022 | 6.69% | 0.17 | 0.18 | 218,919 | 100,000 | 214,184 | 100,000 | 31,747 | 15,774 | 97.71% | 97.71% |
13/07/2022 | 6.79% | 0.11 | 0.12 | 204,628 | 100,000 | 211,775 | 100,000 | 30,293 | 15,294 | 90.05% | 90.05% |
12/07/2022 | 5.74% | 0.16 | 0.17 | 216,703 | 100,000 | 219,074 | 100,000 | 37,116 | 17,937 | 94.99% | 94.99% |
11/07/2022 | 5.73% | 0.18 | 0.19 | 221,643 | 100,000 | 218,544 | 100,000 | 37,219 | 18,019 | 99.47% | 99.47% |
08/07/2022 | 4.68% | 0.19 | 0.20 | 221,946 | 100,000 | 223,070 | 98,939 | 47,720 | 22,159 | 100.00% | 100.00% |