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 | - | - |
17/06/2022 | 1.79% | 0.55 | 0.56 | 250,000 | 250,000 | 250,000 | 250,000 | 138,858 | 141,358 | 98.49% | 98.49% |
16/06/2022 | 1.91% | 0.53 | 0.54 | 260,000 | 260,000 | 260,000 | 260,000 | 134,852 | 137,452 | 99.84% | 99.84% |
15/06/2022 | 2.36% | 0.40 | 0.41 | 260,000 | 260,000 | 260,000 | 260,000 | 109,203 | 111,803 | 97.78% | 97.78% |
14/06/2022 | 2.17% | 0.46 | 0.47 | 260,000 | 260,000 | 260,000 | 260,000 | 118,436 | 121,036 | 99.96% | 99.96% |
13/06/2022 | 2.49% | 0.42 | 0.43 | 260,000 | 260,000 | 260,000 | 260,000 | 103,224 | 105,824 | 99.94% | 99.94% |
10/06/2022 | 3.47% | 0.32 | 0.33 | 260,000 | 260,000 | 260,000 | 260,000 | 73,874 | 76,474 | 99.99% | 99.99% |
09/06/2022 | 4.33% | 0.23 | 0.24 | 270,000 | 270,000 | 270,000 | 270,000 | 61,105 | 63,805 | 99.93% | 99.93% |
08/06/2022 | 5.09% | 0.20 | 0.21 | 290,000 | 290,000 | 290,000 | 290,000 | 55,638 | 58,538 | 100.00% | 100.00% |
07/06/2022 | 5.84% | 0.16 | 0.17 | 280,000 | 280,000 | 280,000 | 280,000 | 46,699 | 49,499 | 100.00% | 100.00% |