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 | 100.00% | 0.01 | 0.03 | 30,000 | 30,000 | 30,000 | 30,000 | 300 | 900 | 100.00% | 100.00% |
16/03/2023 | 93.71% | 0.01 | 0.03 | 150,000 | 150,000 | 70,755 | 70,755 | 794 | 2,103 | 99.09% | 99.09% |
15/03/2023 | 69.75% | 0.01 | 0.03 | 150,000 | 150,000 | 70,400 | 70,400 | 1,115 | 2,329 | 97.33% | 97.33% |
14/03/2023 | 38.47% | 0.02 | 0.03 | 150,000 | 150,000 | 69,791 | 69,791 | 1,424 | 2,152 | 97.90% | 97.90% |
13/03/2023 | 30.48% | 0.03 | 0.04 | 150,000 | 150,000 | 71,224 | 71,224 | 2,282 | 2,999 | 94.67% | 94.67% |
10/03/2023 | 37.01% | 0.05 | 0.06 | 150,000 | 150,000 | 54,108 | 54,108 | 2,379 | 3,256 | 97.51% | 97.51% |
09/03/2023 | 8.04% | 0.14 | 0.15 | 150,000 | 150,000 | 53,798 | 53,798 | 7,440 | 7,978 | 97.21% | 97.21% |
08/03/2023 | 6.63% | 0.15 | 0.16 | 150,000 | 150,000 | 55,366 | 55,366 | 8,066 | 8,620 | 98.81% | 98.81% |
07/03/2023 | 3.24% | 0.19 | 0.20 | 150,000 | 150,000 | 55,013 | 55,013 | 15,428 | 15,978 | 98.40% | 98.40% |