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 | - | - |
17/03/2023 | 28.57% | 0.03 | 0.04 | 600,000 | 25,000 | 600,000 | 25,000 | 18,000 | 1,000 | 100.00% | 100.00% |
16/03/2023 | 23.59% | 0.04 | 0.05 | 600,000 | 25,000 | 600,000 | 25,000 | 22,893 | 1,204 | 98.02% | 98.02% |
15/03/2023 | 17.06% | 0.04 | 0.05 | 600,000 | 25,000 | 599,999 | 25,000 | 33,873 | 1,661 | 96.96% | 96.96% |
14/03/2023 | 10.32% | 0.15 | 0.16 | 600,000 | 25,000 | 600,000 | 76,369 | 61,865 | 7,120 | 97.28% | 97.28% |
13/03/2023 | 4.88% | 0.22 | 0.23 | 450,000 | 125,000 | 572,063 | 125,000 | 114,883 | 26,482 | 99.33% | 99.33% |
10/03/2023 | 3.41% | 0.30 | 0.31 | 450,000 | 125,000 | 529,917 | 125,000 | 152,578 | 37,484 | 95.39% | 95.39% |
09/03/2023 | 3.10% | 0.32 | 0.33 | 450,000 | 125,000 | 450,576 | 125,000 | 143,535 | 41,076 | 97.67% | 97.67% |
08/03/2023 | 3.09% | 0.35 | 0.36 | 450,000 | 125,000 | 481,944 | 125,000 | 153,246 | 41,334 | 99.34% | 99.34% |
07/03/2023 | 3.18% | 0.30 | 0.31 | 450,000 | 125,000 | 459,907 | 125,000 | 142,415 | 40,003 | 99.36% | 99.36% |