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 | 3.47% | 0.05 | 0.26 | 500,000 | 300,000 | 300,000 | 300,000 | 85,320 | 88,320 | 13.61% | 85.16% |
23/06/2022 | 2.47% | 0.37 | 0.38 | 300,000 | 300,000 | 300,000 | 300,000 | 120,514 | 123,514 | 100.00% | 100.00% |
22/06/2022 | 2.02% | 0.43 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 148,013 | 151,013 | 100.00% | 100.00% |
21/06/2022 | 2.18% | 0.48 | 0.49 | 300,000 | 300,000 | 300,000 | 300,000 | 137,097 | 140,097 | 100.00% | 100.00% |
20/06/2022 | 2.25% | 0.44 | 0.45 | 300,000 | 300,000 | 300,000 | 300,000 | 132,062 | 135,062 | 99.96% | 99.96% |
17/06/2022 | 5.12% | 0.45 | 0.47 | 150,000 | 150,000 | 150,000 | 150,000 | 57,661 | 60,661 | 100.00% | 100.00% |
16/06/2022 | 4.06% | 0.45 | 0.47 | 150,000 | 150,000 | 160,860 | 160,860 | 74,844 | 77,844 | 100.00% | 100.00% |
15/06/2022 | 2.55% | 0.34 | 0.35 | 300,000 | 300,000 | 300,000 | 300,000 | 116,771 | 119,771 | 100.00% | 100.00% |