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 | - | - |
26/09/2022 | 3.03% | 0.31 | 0.32 | 175,000 | 175,000 | 169,792 | 169,792 | 55,178 | 56,876 | 100.00% | 100.00% |
23/09/2022 | 3.54% | 0.32 | 0.33 | 175,000 | 175,000 | 189,117 | 189,117 | 52,586 | 54,477 | 100.00% | 100.00% |
22/09/2022 | 4.05% | 0.26 | 0.27 | 225,000 | 225,000 | 217,670 | 217,669 | 52,577 | 54,753 | 100.00% | 100.00% |
21/09/2022 | 3.95% | 0.25 | 0.26 | 200,000 | 200,000 | 208,875 | 208,875 | 51,852 | 53,941 | 100.00% | 100.00% |
20/09/2022 | 3.65% | 0.27 | 0.28 | 200,000 | 200,000 | 198,959 | 198,959 | 53,536 | 55,525 | 100.00% | 100.00% |
19/09/2022 | 3.72% | 0.25 | 0.26 | 200,000 | 200,000 | 200,000 | 200,000 | 52,780 | 54,780 | 100.00% | 100.00% |
16/09/2022 | 3.37% | 0.26 | 0.27 | 200,000 | 200,000 | 179,298 | 179,298 | 52,420 | 54,213 | 100.00% | 100.00% |
15/09/2022 | 3.84% | 0.28 | 0.29 | 200,000 | 200,000 | 202,000 | 202,000 | 51,563 | 53,583 | 100.00% | 100.00% |
14/09/2022 | 3.96% | 0.23 | 0.24 | 225,000 | 225,000 | 208,980 | 208,980 | 51,681 | 53,771 | 100.00% | 100.00% |