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 | - | - |
16/09/2022 | 2.04% | 0.50 | 0.51 | 225,000 | 75,000 | 225,000 | 75,000 | 109,014 | 37,088 | 100.00% | 100.00% |
15/09/2022 | 1.99% | 0.51 | 0.52 | 225,000 | 75,000 | 225,000 | 75,000 | 112,209 | 38,153 | 100.00% | 100.00% |
14/09/2022 | 2.08% | 0.48 | 0.49 | 225,000 | 75,000 | 225,000 | 75,000 | 107,126 | 36,459 | 100.00% | 100.00% |
13/09/2022 | 1.83% | 0.45 | 0.46 | 225,000 | 75,000 | 225,000 | 75,000 | 122,999 | 41,750 | 100.00% | 100.00% |
12/09/2022 | 1.90% | 0.54 | 0.55 | 225,000 | 75,000 | 232,222 | 75,000 | 121,114 | 39,942 | 100.00% | 100.00% |
09/09/2022 | 2.39% | 0.43 | 0.44 | 300,000 | 75,000 | 300,000 | 75,000 | 124,023 | 31,756 | 99.94% | 99.94% |
08/09/2022 | 3.70% | 0.29 | 0.30 | 300,000 | 75,000 | 300,000 | 75,000 | 79,942 | 20,736 | 99.42% | 99.42% |
07/09/2022 | 3.87% | 0.27 | 0.28 | 300,000 | 100,000 | 300,000 | 100,000 | 76,038 | 26,346 | 100.00% | 100.00% |
06/09/2022 | 3.19% | 0.29 | 0.30 | 300,000 | 100,000 | 300,000 | 100,000 | 92,786 | 31,929 | 99.99% | 99.99% |