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 | 1.41% | 0.01 | 0.65 | 250,000 | 50,000 | 50,000 | 49,996 | 35,381 | 35,879 | 65.63% | 93.87% |
09/08/2022 | 1.46% | 0.76 | 0.77 | 250,000 | 250,000 | 93,678 | 93,678 | 68,339 | 69,276 | 100.00% | 100.00% |
08/08/2022 | 2.46% | 0.33 | 0.38 | 250,000 | 250,000 | 57,604 | 57,604 | 23,157 | 23,734 | 25.02% | 99.96% |
05/08/2022 | 1.11% | 0.77 | 0.76 | 250,000 | 250,000 | 117,471 | 117,471 | 100,302 | 101,477 | 18.63% | 100.00% |
04/08/2022 | 1.60% | 0.68 | 0.69 | 250,000 | 250,000 | 120,545 | 120,536 | 77,622 | 78,824 | 27.18% | 100.00% |
03/08/2022 | 1.03% | 0.75 | 0.76 | 250,000 | 250,000 | 93,678 | 93,679 | 85,666 | 86,603 | 100.00% | 100.00% |
02/08/2022 | 0.88% | 0.98 | 0.99 | 250,000 | 250,000 | 93,663 | 93,663 | 102,577 | 103,513 | 100.00% | 100.00% |
29/07/2022 | 0.88% | 1.08 | 1.09 | 250,000 | 250,000 | 93,697 | 93,639 | 103,363 | 104,234 | 100.00% | 100.00% |
28/07/2022 | 0.51% | 1.73 | 1.74 | 250,000 | 250,000 | 93,675 | 93,675 | 182,337 | 183,274 | 100.00% | 100.00% |