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 | - | - |
13/01/2022 | 17.15% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,596 | 64,596 | 75.12% | 75.12% |
12/01/2022 | 6.80% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 148,048 | 158,048 | 99.78% | 99.78% |
11/01/2022 | 5.02% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 194,489 | 204,489 | 99.98% | 99.98% |
10/01/2022 | 6.07% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 162,333 | 172,333 | 100.00% | 100.00% |
07/01/2022 | 6.46% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 150,322 | 160,322 | 100.00% | 100.00% |
06/01/2022 | 7.95% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 121,048 | 131,048 | 99.70% | 99.70% |
05/01/2022 | 10.46% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 90,820 | 100,820 | 99.00% | 99.00% |
04/01/2022 | 8.69% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 111,733 | 121,733 | 99.93% | 99.93% |
03/01/2022 | 12.46% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 80,904 | 90,904 | 100.00% | 100.00% |