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 | 7.60% | 0.12 | 0.13 | 475,000 | 475,000 | 411,799 | 411,799 | 52,170 | 56,288 | 100.00% | 100.00% |
23/09/2022 | 11.32% | 0.12 | 0.13 | 425,000 | 425,000 | 613,271 | 422,775 | 50,981 | 41,925 | 100.00% | 100.00% |
22/09/2022 | 15.40% | 0.07 | 0.08 | 850,000 | 425,000 | 845,591 | 421,742 | 50,770 | 29,672 | 100.00% | 100.00% |
21/09/2022 | 13.10% | 0.08 | 0.09 | 675,000 | 350,000 | 708,567 | 370,161 | 50,526 | 30,128 | 100.00% | 100.00% |
20/09/2022 | 10.69% | 0.09 | 0.10 | 500,000 | 500,000 | 576,130 | 340,347 | 51,014 | 33,967 | 100.00% | 100.00% |
19/09/2022 | 10.78% | 0.08 | 0.09 | 625,000 | 325,000 | 585,488 | 304,846 | 51,425 | 29,836 | 100.00% | 100.00% |
16/09/2022 | 8.48% | 0.09 | 0.10 | 625,000 | 325,000 | 459,497 | 415,118 | 51,870 | 52,010 | 100.00% | 100.00% |
15/09/2022 | 10.93% | 0.10 | 0.11 | 600,000 | 300,000 | 596,361 | 304,082 | 51,671 | 29,388 | 100.00% | 100.00% |
14/09/2022 | 11.42% | 0.08 | 0.09 | 625,000 | 325,000 | 611,757 | 314,453 | 50,592 | 29,161 | 100.00% | 100.00% |