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 | - | - |
20/03/2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/03/2023 | 2.18% | 0.39 | 0.40 | 500,000 | 500,000 | 499,981 | 499,998 | 239,717 | 244,722 | 100.00% | 100.00% |
16/03/2023 | 2.27% | 0.43 | 0.44 | 500,000 | 500,000 | 500,000 | 500,000 | 221,097 | 226,097 | 100.00% | 100.00% |
15/03/2023 | 1.67% | 0.32 | 0.33 | 500,000 | 500,000 | 499,999 | 500,000 | 314,488 | 319,488 | 98.24% | 98.24% |
14/03/2023 | 1.05% | 0.97 | 0.98 | 500,000 | 500,000 | 500,000 | 499,988 | 474,702 | 479,691 | 100.00% | 100.00% |
13/03/2023 | 0.92% | 1.17 | 1.18 | 500,000 | 500,000 | 500,000 | 500,000 | 548,796 | 553,796 | 100.00% | 100.00% |
10/03/2023 | 0.88% | 1.21 | 1.22 | 500,000 | 500,000 | 500,000 | 499,994 | 566,115 | 571,108 | 100.00% | 100.00% |
09/03/2023 | 0.77% | 1.32 | 1.33 | 500,000 | 500,000 | 500,000 | 500,000 | 648,473 | 653,473 | 100.00% | 100.00% |
08/03/2023 | 0.76% | 1.22 | 1.23 | 500,000 | 500,000 | 500,000 | 500,000 | 656,063 | 661,063 | 99.99% | 99.99% |