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 | 1.45% | 0.67 | 0.68 | 120,000 | 120,000 | 120,000 | 120,000 | 82,235 | 83,435 | 78.33% | 78.33% |
16/03/2023 | 1.50% | 0.67 | 0.68 | 120,000 | 120,000 | 120,000 | 120,000 | 79,505 | 80,705 | 72.90% | 72.90% |
15/03/2023 | 1.58% | 0.56 | 0.57 | 120,000 | 120,000 | 119,864 | 119,864 | 76,090 | 77,288 | 78.93% | 78.93% |
14/03/2023 | 1.27% | 0.88 | 0.89 | 110,000 | 110,000 | 116,328 | 116,328 | 91,491 | 92,655 | 87.45% | 87.45% |
13/03/2023 | 1.23% | 0.77 | 0.78 | 120,000 | 120,000 | 118,129 | 118,129 | 95,496 | 96,677 | 83.48% | 83.48% |
10/03/2023 | 0.94% | 1.05 | 1.06 | 110,000 | 110,000 | 110,000 | 110,000 | 117,116 | 118,216 | 92.39% | 92.39% |
09/03/2023 | 0.82% | 1.22 | 1.23 | 100,000 | 100,000 | 104,299 | 104,299 | 126,413 | 127,456 | 92.98% | 92.98% |
08/03/2023 | 0.79% | 1.24 | 1.25 | 100,000 | 100,000 | 100,000 | 100,000 | 125,424 | 126,424 | 95.88% | 95.88% |
07/03/2023 | 0.75% | 1.29 | 1.30 | 100,000 | 100,000 | 100,000 | 100,000 | 132,844 | 133,844 | 95.17% | 95.17% |