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 | 66.67% | 0.01 | 0.02 | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 10,000 | 1,000 | 29.33% | 100.00% |
17/03/2022 | 19.72% | 0.04 | 0.05 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 47,712 | 14,428 | 99.98% | 99.98% |
16/03/2022 | 19.09% | 0.05 | 0.06 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 48,479 | 14,620 | 91.40% | 91.40% |
15/03/2022 | 38.75% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,684 | 7,921 | 100.00% | 100.00% |
14/03/2022 | 44.58% | 0.03 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,211 | 7,553 | 100.00% | 100.00% |
11/03/2022 | 46.70% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,080 | 7,020 | 100.00% | 100.00% |
10/03/2022 | 26.13% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,423 | 11,356 | 99.45% | 99.45% |
09/03/2022 | 28.15% | 0.05 | 0.06 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,125 | 10,531 | 100.00% | 100.00% |
08/03/2022 | 30.69% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,907 | 9,977 | 93.63% | 93.63% |