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 | 91.20% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,320 | 4,080 | 100.00% | 100.00% |
23/09/2022 | 83.21% | 0.01 | 0.02 | 1,000,000 | 250,000 | 986,369 | 250,000 | 7,450 | 4,379 | 100.00% | 100.00% |
22/09/2022 | 115.79% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 | 3,750 | 4.68% | 4.68% |
21/09/2022 | 112.55% | 0.00 | 0.02 | 1,000,000 | 250,000 | 960,177 | 250,000 | 4,046 | 3,750 | 74.80% | 74.80% |
20/09/2022 | 98.55% | 0.01 | 0.02 | 250,000 | 250,000 | 932,666 | 250,000 | 4,791 | 3,804 | 90.38% | 90.38% |
19/09/2022 | 94.68% | 0.01 | 0.02 | 1,000,000 | 250,000 | 919,636 | 250,000 | 5,321 | 3,949 | 59.26% | 59.26% |
16/09/2022 | 51.73% | 0.01 | 0.02 | 1,000,000 | 250,000 | 995,755 | 250,000 | 14,836 | 6,216 | 97.27% | 97.27% |
15/09/2022 | 70.19% | 0.01 | 0.02 | 1,000,000 | 250,000 | 969,708 | 250,000 | 9,232 | 4,868 | 91.73% | 91.73% |
14/09/2022 | 72.13% | 0.01 | 0.02 | 1,000,000 | 250,000 | 958,552 | 250,000 | 8,888 | 4,795 | 86.49% | 86.49% |