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 | - | - |
19/08/2022 | - | - | 0.02 | 0 | 240,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/08/2022 | - | - | 0.02 | 0 | 240,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/08/2022 | 116.06% | 0.01 | 0.02 | 240,000 | 240,000 | 240,000 | 240,000 | 1,289 | 4,800 | 27.38% | 96.73% |
16/08/2022 | 103.42% | 0.01 | 0.02 | 240,000 | 240,000 | 240,000 | 240,000 | 1,576 | 4,804 | 93.68% | 99.44% |
15/08/2022 | 56.69% | 0.01 | 0.02 | 220,000 | 220,000 | 220,050 | 220,050 | 3,047 | 5,270 | 99.75% | 99.75% |
12/08/2022 | 18.48% | 0.04 | 0.05 | 200,000 | 200,000 | 200,000 | 200,000 | 10,050 | 12,050 | 98.54% | 98.54% |
11/08/2022 | 14.79% | 0.06 | 0.07 | 230,000 | 230,000 | 230,000 | 230,000 | 14,562 | 16,862 | 96.48% | 96.48% |
10/08/2022 | 34.44% | 0.03 | 0.04 | 240,000 | 240,000 | 240,000 | 240,000 | 5,857 | 8,257 | 99.37% | 99.37% |
09/08/2022 | 68.89% | 0.02 | 0.03 | 240,000 | 240,000 | 240,000 | 240,000 | 2,466 | 4,969 | 98.31% | 98.31% |