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 | - | - |
27/05/2022 | - | 0.02 | 0.21 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/05/2022 | 1.27% | 0.63 | 0.64 | 250,000 | 250,000 | 249,997 | 250,000 | 197,696 | 200,198 | 99.94% | 99.94% |
24/05/2022 | 1.57% | 0.83 | 0.84 | 250,000 | 250,000 | 249,992 | 249,997 | 160,438 | 162,940 | 99.98% | 99.98% |
23/05/2022 | 1.95% | 0.44 | 0.45 | 250,000 | 250,000 | 249,986 | 249,989 | 129,205 | 131,706 | 100.00% | 100.00% |
20/05/2022 | 1.96% | 0.78 | 0.79 | 250,000 | 250,000 | 249,997 | 249,995 | 129,984 | 132,482 | 100.00% | 100.00% |
19/05/2022 | 0.84% | 1.02 | 1.03 | 250,000 | 250,000 | 249,999 | 249,990 | 297,885 | 300,375 | 100.00% | 100.00% |
18/05/2022 | 2.27% | 0.64 | 0.65 | 250,000 | 250,000 | 250,000 | 249,999 | 113,863 | 116,363 | 100.00% | 100.00% |
17/05/2022 | 2.35% | 0.44 | 0.45 | 250,000 | 250,000 | 249,991 | 250,000 | 106,404 | 108,908 | 100.00% | 100.00% |
16/05/2022 | 1.16% | 0.88 | 0.89 | 250,000 | 250,000 | 249,983 | 249,987 | 215,403 | 217,906 | 100.00% | 100.00% |