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 | - | - |
15/08/2022 | 8.43% | 0.09 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 57,189 | 62,189 | 65.32% | 65.46% |
12/08/2022 | 6.08% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 80,203 | 85,203 | 99.98% | 99.98% |
11/08/2022 | 5.44% | 0.18 | 0.19 | 500,000 | 500,000 | 497,861 | 497,861 | 92,185 | 97,195 | 92.52% | 92.52% |
10/08/2022 | 6.28% | 0.21 | 0.22 | 500,000 | 500,000 | 482,873 | 482,873 | 93,050 | 98,135 | 98.82% | 98.82% |
09/08/2022 | 4.45% | 0.21 | 0.22 | 500,000 | 500,000 | 500,000 | 500,000 | 109,966 | 114,966 | 100.00% | 100.00% |
08/08/2022 | 4.27% | 0.21 | 0.22 | 500,000 | 500,000 | 500,000 | 500,000 | 115,056 | 120,056 | 100.00% | 100.00% |
05/08/2022 | 4.01% | 0.27 | 0.28 | 500,000 | 500,000 | 497,722 | 497,722 | 126,050 | 131,061 | 100.00% | 100.00% |
04/08/2022 | 3.88% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 126,557 | 131,557 | 100.00% | 100.00% |
03/08/2022 | 4.02% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 122,135 | 127,135 | 100.00% | 100.00% |