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 | - | - |
17/03/2023 | 90.91% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 | 4,000 | 96.42% | 96.42% |
16/03/2023 | 90.91% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 | 4,000 | 96.82% | 96.82% |
15/03/2023 | 90.91% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 | 4,000 | 97.24% | 97.24% |
14/03/2023 | 90.91% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 | 4,000 | 98.80% | 98.80% |
13/03/2023 | 90.91% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 | 4,000 | 98.57% | 98.57% |
10/03/2023 | 90.91% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 | 4,000 | 98.61% | 98.61% |
09/03/2023 | 88.71% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,157 | 4,078 | 98.17% | 98.17% |
08/03/2023 | 74.95% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,192 | 4,596 | 98.59% | 98.59% |
07/03/2023 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.34% | 99.34% |