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 | - | - |
10/08/2022 | 1.86% | 0.01 | 0.26 | 450,000 | 450,000 | 225,000 | 225,000 | 120,753 | 123,003 | 66.14% | 85.86% |
09/08/2022 | 1.84% | 0.56 | 0.57 | 450,000 | 450,000 | 274,142 | 274,142 | 150,121 | 152,862 | 100.00% | 100.00% |
08/08/2022 | 2.25% | 0.36 | 0.37 | 450,000 | 450,000 | 273,016 | 273,016 | 117,982 | 120,712 | 99.36% | 99.36% |
05/08/2022 | 1.51% | 0.72 | 0.73 | 450,000 | 450,000 | 274,118 | 274,031 | 185,187 | 187,873 | 100.00% | 100.00% |
04/08/2022 | 1.70% | 0.67 | 0.68 | 450,000 | 450,000 | 274,161 | 274,152 | 163,921 | 166,657 | 100.00% | 100.00% |
03/08/2022 | 1.20% | 0.70 | 0.71 | 450,000 | 450,000 | 274,143 | 274,143 | 226,031 | 228,772 | 100.00% | 100.00% |
02/08/2022 | 1.29% | 0.79 | 0.80 | 450,000 | 450,000 | 274,154 | 274,154 | 213,583 | 216,324 | 100.00% | 100.00% |
29/07/2022 | 1.21% | 0.78 | 0.79 | 450,000 | 450,000 | 274,163 | 273,965 | 224,313 | 226,895 | 100.00% | 100.00% |
28/07/2022 | 0.80% | 1.12 | 1.13 | 450,000 | 450,000 | 274,149 | 274,149 | 341,527 | 344,269 | 100.00% | 100.00% |