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 | - | - |
16/03/2022 | 13.61% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 34,607 | 39,607 | 99.99% | 99.99% |
15/03/2022 | 11.54% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 41,562 | 46,562 | 100.00% | 100.00% |
14/03/2022 | 7.69% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 62,737 | 67,737 | 99.99% | 99.99% |
11/03/2022 | 5.91% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 82,276 | 87,276 | 100.00% | 100.00% |
10/03/2022 | 4.79% | 0.20 | 0.21 | 500,000 | 500,000 | 500,000 | 500,000 | 102,390 | 107,390 | 100.00% | 100.00% |
09/03/2022 | 4.85% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 500,000 | 100,677 | 105,677 | 100.00% | 100.00% |
08/03/2022 | 4.81% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 101,623 | 106,623 | 78.09% | 78.09% |
07/03/2022 | 4.14% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 500,000 | 118,573 | 123,573 | 93.35% | 93.35% |
04/03/2022 | 3.30% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 149,252 | 154,252 | 100.00% | 100.00% |