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 | - | - |
28/03/2023 | 2.10% | 0.48 | 0.49 | 125,000 | 125,000 | 125,000 | 125,000 | 59,016 | 60,266 | 100.00% | 100.00% |
27/03/2023 | 2.03% | 0.50 | 0.51 | 125,000 | 125,000 | 116,400 | 116,400 | 56,803 | 57,967 | 100.00% | 100.00% |
24/03/2023 | 1.50% | 0.64 | 0.65 | 100,000 | 100,000 | 88,012 | 88,012 | 57,947 | 58,827 | 100.00% | 100.00% |
23/03/2023 | 1.68% | 0.63 | 0.64 | 100,000 | 100,000 | 100,468 | 100,468 | 59,388 | 60,393 | 100.00% | 100.00% |
22/03/2023 | 2.26% | 0.45 | 0.46 | 125,000 | 125,000 | 125,000 | 125,000 | 54,755 | 56,005 | 100.00% | 100.00% |
21/03/2023 | 1.90% | 0.46 | 0.47 | 125,000 | 125,000 | 107,535 | 107,535 | 55,860 | 56,935 | 100.00% | 100.00% |
20/03/2023 | 1.60% | 0.61 | 0.62 | 100,000 | 100,000 | 96,226 | 96,226 | 59,646 | 60,608 | 100.00% | 100.00% |
17/03/2023 | 2.27% | 0.52 | 0.53 | 100,000 | 100,000 | 128,428 | 128,428 | 55,715 | 56,999 | 100.00% | 100.00% |
16/03/2023 | 2.69% | 0.35 | 0.36 | 175,000 | 175,000 | 149,921 | 149,921 | 54,950 | 56,449 | 100.00% | 100.00% |