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 | 4.32% | 0.21 | 0.22 | 225,000 | 25,000 | 225,000 | 25,000 | 51,115 | 5,929 | 99.57% | 99.57% |
16/03/2023 | 5.02% | 0.23 | 0.24 | 225,000 | 50,000 | 224,999 | 50,000 | 44,072 | 10,294 | 96.17% | 96.17% |
15/03/2023 | 5.67% | 0.16 | 0.17 | 225,000 | 50,000 | 227,294 | 50,000 | 39,518 | 9,203 | 99.92% | 99.92% |
14/03/2023 | 4.74% | 0.23 | 0.24 | 225,000 | 50,000 | 225,000 | 50,000 | 46,491 | 10,831 | 99.82% | 99.82% |
13/03/2023 | 5.04% | 0.20 | 0.21 | 225,000 | 50,000 | 240,811 | 50,000 | 46,749 | 10,267 | 100.00% | 100.00% |
10/03/2023 | 3.71% | 0.25 | 0.26 | 225,000 | 50,000 | 225,000 | 50,000 | 59,642 | 13,754 | 99.57% | 99.57% |
09/03/2023 | 3.68% | 0.31 | 0.32 | 225,000 | 50,000 | 225,000 | 50,000 | 60,325 | 13,906 | 98.71% | 98.71% |
08/03/2023 | 3.34% | 0.30 | 0.31 | 225,000 | 50,000 | 225,000 | 50,000 | 66,447 | 15,266 | 100.00% | 100.00% |
07/03/2023 | 1.75% | 0.39 | 0.40 | 225,000 | 50,000 | 225,000 | 50,000 | 130,388 | 29,475 | 98.60% | 98.60% |