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 | 0.62% | 1.56 | 1.57 | 225,000 | 25,000 | 225,000 | 25,000 | 360,736 | 40,332 | 99.47% | 99.47% |
16/03/2023 | 0.67% | 1.60 | 1.61 | 225,000 | 25,000 | 225,000 | 25,000 | 333,897 | 37,350 | 97.65% | 97.65% |
15/03/2023 | 0.60% | 1.63 | 1.64 | 225,000 | 25,000 | 225,000 | 25,000 | 374,207 | 41,829 | 99.98% | 99.98% |
14/03/2023 | 0.55% | 1.92 | 1.93 | 225,000 | 25,000 | 225,000 | 25,000 | 410,045 | 45,811 | 99.86% | 99.86% |
13/03/2023 | 0.57% | 1.71 | 1.72 | 225,000 | 25,000 | 225,000 | 25,000 | 391,579 | 43,759 | 100.00% | 100.00% |
10/03/2023 | 0.50% | 1.96 | 1.97 | 225,000 | 25,000 | 225,000 | 25,000 | 447,889 | 50,016 | 99.31% | 99.31% |
09/03/2023 | 0.46% | 2.20 | 2.21 | 225,000 | 25,000 | 225,000 | 25,000 | 484,712 | 54,107 | 98.78% | 98.78% |
08/03/2023 | 0.47% | 2.14 | 2.15 | 225,000 | 25,000 | 225,000 | 25,000 | 473,091 | 52,816 | 100.00% | 100.00% |
07/03/2023 | 0.46% | 2.12 | 2.13 | 225,000 | 25,000 | 225,000 | 25,000 | 487,609 | 54,429 | 100.00% | 100.00% |