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 | - | - | 0.04 | 0 | 600,000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
16/06/2022 | 31.81% | 0.01 | 0.04 | 600,000 | 600,000 | 600,000 | 600,000 | 16,896 | 22,896 | 3.43% | 98.66% |
15/06/2022 | 19.16% | 0.06 | 0.07 | 530,000 | 530,000 | 530,000 | 530,000 | 25,203 | 30,503 | 99.74% | 99.74% |
14/06/2022 | 24.26% | 0.07 | 0.08 | 600,000 | 600,000 | 600,000 | 600,000 | 22,727 | 28,727 | 99.95% | 99.95% |
13/06/2022 | 20.00% | 0.06 | 0.07 | 600,000 | 600,000 | 600,000 | 600,000 | 27,299 | 33,299 | 100.00% | 100.00% |
10/06/2022 | 36.77% | 0.04 | 0.05 | 600,000 | 600,000 | 600,000 | 600,000 | 14,550 | 20,550 | 99.36% | 99.36% |
09/06/2022 | 50.13% | 0.02 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 9,838 | 15,941 | 100.00% | 100.00% |
08/06/2022 | 91.63% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 4,596 | 12,000 | 100.00% | 100.00% |
07/06/2022 | 88.80% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 4,755 | 12,000 | 99.67% | 99.67% |