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 | - | - |
18/07/2022 | 0.85% | 116.90 | 117.90 | 50,000 | 10,000 | 202,282 | 40,456 | 236,467 | 47,698 | 96.32% | 96.32% |
15/07/2022 | 0.85% | 116.70 | 117.70 | 50,000 | 10,000 | 102,585 | 20,517 | 119,111 | 24,027 | 100.00% | 100.00% |
14/07/2022 | 0.87% | 112.90 | 113.90 | 50,000 | 10,000 | 103,277 | 20,655 | 118,477 | 23,902 | 98.70% | 98.70% |
13/07/2022 | 0.88% | 113.80 | 114.80 | 50,000 | 10,000 | 102,569 | 20,514 | 116,582 | 23,522 | 100.00% | 100.00% |
12/07/2022 | 0.88% | 114.40 | 115.40 | 50,000 | 10,000 | 100,868 | 20,174 | 113,410 | 22,884 | 99.19% | 99.19% |
11/07/2022 | 0.87% | 113.40 | 114.40 | 50,000 | 10,000 | 98,287 | 19,657 | 111,077 | 22,412 | 98.73% | 98.73% |
08/07/2022 | 0.91% | 111.60 | 112.60 | 50,000 | 10,000 | 97,801 | 19,560 | 105,921 | 21,380 | 98.81% | 98.81% |
07/07/2022 | 0.99% | 102.10 | 103.10 | 50,000 | 10,000 | 100,354 | 20,071 | 99,231 | 20,047 | 99.38% | 99.38% |
06/07/2022 | 1.12% | 86.60 | 87.60 | 50,000 | 10,000 | 99,363 | 19,873 | 89,463 | 18,091 | 95.42% | 95.42% |