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 | - | - |
21/10/2022 | 10.05% | 0.01 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 47,359 | 52,359 | 9.65% | 62.17% |
20/10/2022 | 11.08% | 0.14 | 0.15 | 500,000 | 500,000 | 482,403 | 482,403 | 52,021 | 57,109 | 89.10% | 99.94% |
19/10/2022 | 7.79% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 63,281 | 68,281 | 100.00% | 100.00% |
18/10/2022 | 4.96% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 98,550 | 103,550 | 100.00% | 100.00% |
17/10/2022 | 6.76% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 73,047 | 78,047 | 100.00% | 100.00% |
14/10/2022 | 7.45% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 65,846 | 70,846 | 99.70% | 99.70% |
13/10/2022 | 10.32% | 0.14 | 0.15 | 500,000 | 500,000 | 475,620 | 475,620 | 70,302 | 75,424 | 99.54% | 99.78% |
12/10/2022 | 4.99% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 98,133 | 103,133 | 99.52% | 99.52% |
11/10/2022 | 5.50% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 89,041 | 94,041 | 100.00% | 100.00% |