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 | - | - |
06/10/2022 | 12.73% | 0.04 | 0.05 | 94,000 | 94,000 | 94,000 | 94,000 | 7,502 | 8,442 | 9.47% | 9.47% |
05/10/2022 | 6.47% | 0.11 | 0.12 | 94,000 | 94,000 | 95,111 | 95,111 | 15,747 | 16,698 | 100.00% | 100.00% |
04/10/2022 | 4.79% | 0.15 | 0.16 | 95,000 | 95,000 | 95,833 | 95,833 | 19,808 | 20,767 | 100.00% | 100.00% |
03/10/2022 | 3.17% | 0.29 | 0.30 | 98,000 | 98,000 | 98,519 | 98,519 | 30,744 | 31,729 | 100.00% | 100.00% |
30/09/2022 | 2.51% | 0.39 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 39,402 | 40,402 | 100.00% | 100.00% |
29/09/2022 | 1.93% | 0.46 | 0.47 | 100,000 | 100,000 | 100,021 | 100,021 | 51,279 | 52,280 | 100.00% | 100.00% |
28/09/2022 | 2.04% | 0.47 | 0.48 | 100,000 | 100,000 | 100,027 | 100,027 | 48,673 | 49,673 | 100.00% | 100.00% |
26/09/2022 | 1.88% | 0.49 | 0.50 | 100,000 | 100,000 | 100,367 | 100,367 | 53,112 | 54,116 | 100.00% | 100.00% |
23/09/2022 | 2.09% | 0.55 | 0.56 | 100,000 | 100,000 | 100,828 | 100,828 | 48,391 | 49,399 | 100.00% | 100.00% |