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 | - | - |
18/03/2022 | 2.93% | 2.06 | 2.12 | 20,000 | 20,000 | 20,000 | 20,000 | 40,430 | 41,630 | 98.30% | 98.30% |
17/03/2022 | 2.51% | 2.20 | 2.26 | 80,000 | 80,000 | 39,502 | 39,502 | 91,847 | 94,217 | 94.61% | 94.61% |
16/03/2022 | 2.21% | 2.53 | 2.59 | 80,000 | 80,000 | 40,454 | 40,454 | 105,942 | 108,369 | 91.25% | 91.25% |
15/03/2022 | 0.71% | 3.46 | 3.52 | 80,000 | 80,000 | 39,941 | 39,941 | 149,745 | 151,467 | 88.01% | 88.01% |
14/03/2022 | 0.28% | 3.83 | 3.84 | 80,000 | 80,000 | 39,270 | 39,270 | 138,592 | 138,984 | 87.38% | 87.38% |
11/03/2022 | 0.34% | 3.22 | 3.23 | 80,000 | 80,000 | 31,472 | 31,472 | 95,300 | 95,614 | 84.47% | 84.47% |
10/03/2022 | 0.30% | 3.54 | 3.55 | 80,000 | 80,000 | 31,896 | 31,896 | 108,061 | 108,380 | 85.93% | 85.93% |
09/03/2022 | 0.30% | 3.22 | 3.23 | 80,000 | 80,000 | 31,481 | 31,481 | 103,913 | 104,228 | 82.79% | 82.79% |
08/03/2022 | 0.27% | 3.89 | 3.90 | 80,000 | 80,000 | 29,962 | 29,962 | 112,799 | 113,099 | 71.93% | 71.93% |