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 | 38.92% | 0.08 | 0.11 | 340,000 | 340,000 | 340,000 | 340,000 | 21,471 | 31,671 | 99.94% | 99.94% |
16/06/2022 | 13.70% | 0.10 | 0.13 | 310,000 | 310,000 | 310,000 | 310,000 | 59,383 | 67,098 | 98.66% | 98.66% |
15/06/2022 | 2.49% | 0.43 | 0.44 | 310,000 | 310,000 | 310,000 | 310,000 | 123,333 | 126,433 | 99.74% | 99.74% |
14/06/2022 | 2.90% | 0.41 | 0.42 | 310,000 | 310,000 | 310,000 | 310,000 | 106,234 | 109,334 | 99.85% | 99.85% |
13/06/2022 | 2.94% | 0.38 | 0.39 | 320,000 | 320,000 | 320,000 | 320,000 | 107,588 | 110,788 | 100.00% | 100.00% |
10/06/2022 | 4.08% | 0.29 | 0.30 | 340,000 | 340,000 | 340,000 | 340,000 | 83,293 | 86,693 | 99.24% | 99.24% |
09/06/2022 | 5.00% | 0.21 | 0.22 | 340,000 | 340,000 | 340,000 | 340,000 | 66,880 | 70,280 | 100.00% | 100.00% |
08/06/2022 | 5.39% | 0.17 | 0.18 | 370,000 | 370,000 | 370,000 | 370,000 | 67,197 | 70,897 | 100.00% | 100.00% |
07/06/2022 | 5.64% | 0.15 | 0.16 | 390,000 | 390,000 | 390,000 | 390,000 | 67,660 | 71,560 | 99.72% | 99.72% |