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 | - | - |
24/06/2022 | 1.54% | 0.38 | 0.40 | 200,000 | 100,000 | 200,000 | 100,000 | 129,494 | 65,747 | 81.88% | 81.99% |
23/06/2022 | 1.29% | 0.74 | 0.75 | 200,000 | 100,000 | 200,000 | 100,000 | 154,698 | 78,349 | 99.07% | 99.07% |
22/06/2022 | 1.04% | 0.76 | 0.77 | 200,000 | 100,000 | 200,000 | 100,000 | 194,762 | 98,381 | 99.10% | 99.10% |
21/06/2022 | 0.99% | 0.77 | 0.78 | 200,000 | 100,000 | 200,000 | 100,000 | 203,986 | 102,993 | 99.13% | 99.13% |
20/06/2022 | 0.84% | 1.21 | 1.22 | 200,000 | 100,000 | 200,000 | 100,000 | 238,231 | 120,116 | 98.66% | 98.66% |
17/06/2022 | 0.77% | 1.36 | 1.37 | 200,000 | 100,000 | 200,000 | 100,000 | 257,778 | 129,889 | 99.13% | 99.13% |
16/06/2022 | 0.78% | 1.26 | 1.27 | 200,000 | 100,000 | 200,000 | 100,000 | 254,686 | 128,343 | 99.12% | 99.12% |
15/06/2022 | 0.80% | 1.17 | 1.18 | 200,000 | 100,000 | 200,000 | 100,000 | 249,525 | 125,763 | 99.13% | 99.13% |
14/06/2022 | 0.76% | 1.41 | 1.42 | 200,000 | 100,000 | 200,000 | 100,000 | 261,909 | 131,954 | 99.13% | 99.13% |