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 | 10.77% | 0.27 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 79,167 | 88,167 | 99.96% | 99.96% |
16/06/2022 | 6.41% | 0.29 | 0.32 | 310,000 | 310,000 | 310,000 | 310,000 | 121,366 | 129,077 | 98.46% | 98.46% |
15/06/2022 | 1.66% | 0.63 | 0.64 | 310,000 | 310,000 | 310,000 | 310,000 | 185,333 | 188,433 | 99.74% | 99.74% |
14/06/2022 | 1.83% | 0.61 | 0.62 | 310,000 | 310,000 | 310,000 | 310,000 | 168,114 | 171,214 | 99.85% | 99.85% |
13/06/2022 | 1.86% | 0.58 | 0.59 | 310,000 | 310,000 | 310,000 | 310,000 | 165,614 | 168,714 | 100.00% | 100.00% |
10/06/2022 | 2.28% | 0.49 | 0.50 | 310,000 | 310,000 | 310,000 | 310,000 | 135,344 | 138,444 | 99.35% | 99.35% |
09/06/2022 | 2.59% | 0.39 | 0.40 | 310,000 | 310,000 | 310,000 | 310,000 | 118,555 | 121,655 | 100.00% | 100.00% |
08/06/2022 | 2.67% | 0.35 | 0.36 | 310,000 | 310,000 | 310,000 | 310,000 | 114,810 | 117,910 | 100.00% | 100.00% |
07/06/2022 | 2.74% | 0.33 | 0.34 | 310,000 | 310,000 | 310,000 | 310,000 | 111,651 | 114,751 | 99.43% | 99.43% |