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 | - | - |
22/02/2022 | - | 0.02 | 0.03 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/02/2022 | 2.28% | 0.36 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 46,643 | 47,643 | 100.00% | 100.00% |
18/02/2022 | 1.38% | 0.52 | 0.53 | 100,000 | 100,000 | 100,000 | 100,000 | 73,669 | 74,669 | 100.00% | 100.00% |
17/02/2022 | 1.28% | 0.66 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 78,317 | 79,317 | 100.00% | 100.00% |
16/02/2022 | 1.06% | 0.93 | 0.94 | 100,000 | 100,000 | 100,000 | 100,000 | 94,333 | 95,333 | 100.00% | 100.00% |
15/02/2022 | 1.20% | 0.91 | 0.92 | 100,000 | 100,000 | 100,000 | 100,000 | 83,091 | 84,091 | 100.00% | 100.00% |
14/02/2022 | 1.79% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 56,240 | 57,240 | 99.65% | 99.65% |
11/02/2022 | 0.99% | 1.02 | 1.03 | 100,000 | 100,000 | 100,000 | 100,000 | 100,867 | 101,867 | 98.88% | 98.88% |
10/02/2022 | 0.81% | 1.16 | 1.17 | 100,000 | 100,000 | 100,000 | 100,000 | 122,620 | 123,620 | 100.00% | 100.00% |