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 | - | - |
17/03/2023 | 1.83% | 0.53 | 0.54 | 500,000 | 25,000 | 500,000 | 25,000 | 270,860 | 13,793 | 99.57% | 99.57% |
16/03/2023 | 2.00% | 0.54 | 0.55 | 500,000 | 25,000 | 500,000 | 25,000 | 247,943 | 12,647 | 92.04% | 92.04% |
15/03/2023 | 2.12% | 0.48 | 0.49 | 500,000 | 25,000 | 500,000 | 25,000 | 233,841 | 11,942 | 99.65% | 99.65% |
14/03/2023 | 2.54% | 0.41 | 0.42 | 500,000 | 25,000 | 500,000 | 25,000 | 194,542 | 9,977 | 99.82% | 99.82% |
13/03/2023 | 2.77% | 0.38 | 0.39 | 500,000 | 50,000 | 500,000 | 50,000 | 178,444 | 18,344 | 99.99% | 99.99% |
10/03/2023 | 2.29% | 0.41 | 0.42 | 500,000 | 50,000 | 500,000 | 50,000 | 215,758 | 22,076 | 99.57% | 99.57% |
09/03/2023 | 2.09% | 0.48 | 0.49 | 500,000 | 50,000 | 500,000 | 50,000 | 237,533 | 24,253 | 98.70% | 98.70% |
08/03/2023 | 2.03% | 0.48 | 0.49 | 500,000 | 50,000 | 500,000 | 50,000 | 243,361 | 24,836 | 99.99% | 99.99% |
07/03/2023 | 1.90% | 0.50 | 0.51 | 500,000 | 50,000 | 500,000 | 50,000 | 260,795 | 26,580 | 100.00% | 100.00% |