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 | - | - |
10/06/2022 | 13.33% | 0.07 | 0.08 | 500,000 | 750,000 | 500,000 | 750,000 | 35,000 | 60,000 | 100.00% | 100.00% |
09/06/2022 | 6.67% | 0.11 | 0.12 | 500,000 | 750,000 | 499,894 | 516,866 | 74,096 | 81,100 | 98.77% | 98.77% |
08/06/2022 | 5.13% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 95,380 | 100,380 | 100.00% | 100.00% |
07/06/2022 | 3.41% | 0.26 | 0.27 | 500,000 | 500,000 | 499,944 | 500,000 | 144,937 | 149,955 | 99.97% | 99.97% |
03/06/2022 | 3.17% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 155,416 | 160,416 | 100.00% | 100.00% |
02/06/2022 | 3.15% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 499,940 | 156,548 | 161,529 | 100.00% | 100.00% |
01/06/2022 | 2.50% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 198,808 | 203,808 | 100.00% | 100.00% |
31/05/2022 | 2.40% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 205,512 | 210,512 | 100.00% | 100.00% |
30/05/2022 | 2.48% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 199,609 | 204,609 | 100.00% | 100.00% |