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 | - | - | 0.04 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
16/06/2022 | 51.53% | 0.01 | 0.04 | 300,000 | 300,000 | 300,000 | 300,000 | 4,401 | 7,401 | 3.32% | 92.07% |
15/06/2022 | 15.98% | 0.04 | 0.05 | 230,000 | 230,000 | 230,000 | 230,000 | 14,059 | 16,359 | 92.63% | 92.63% |
14/06/2022 | 31.09% | 0.05 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 8,588 | 11,588 | 92.38% | 92.38% |
13/06/2022 | 26.05% | 0.05 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 10,112 | 13,112 | 100.00% | 100.00% |
10/06/2022 | 18.53% | 0.05 | 0.06 | 270,000 | 270,000 | 270,000 | 270,000 | 13,291 | 15,991 | 86.65% | 86.65% |
09/06/2022 | 10.62% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 19,346 | 21,346 | 99.71% | 99.71% |
08/06/2022 | 10.44% | 0.09 | 0.10 | 270,000 | 270,000 | 269,698 | 270,000 | 24,997 | 27,730 | 98.77% | 98.77% |
07/06/2022 | 14.87% | 0.06 | 0.07 | 300,000 | 300,000 | 300,000 | 300,000 | 18,806 | 21,806 | 99.64% | 99.64% |