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 | - | - |
26/09/2022 | 9.57% | 0.01 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 50,115 | 55,115 | 12.65% | 36.35% |
23/09/2022 | 7.57% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 64,460 | 69,460 | 99.93% | 99.93% |
22/09/2022 | 6.96% | 0.11 | 0.12 | 500,000 | 500,000 | 499,999 | 500,000 | 73,139 | 78,139 | 98.94% | 99.18% |
21/09/2022 | 3.45% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 142,772 | 147,772 | 100.00% | 100.00% |
20/09/2022 | 3.57% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 137,730 | 142,730 | 100.00% | 100.00% |
19/09/2022 | 3.68% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 133,663 | 138,663 | 100.00% | 100.00% |
16/09/2022 | 3.17% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 155,609 | 160,609 | 97.18% | 97.18% |
15/09/2022 | 2.82% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 175,728 | 180,728 | 100.00% | 100.00% |
14/09/2022 | 2.97% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 166,052 | 171,052 | 99.93% | 99.93% |