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 | 2.57% | 0.37 | 0.38 | 300,000 | 100,000 | 300,000 | 100,000 | 115,357 | 39,453 | 100.00% | 100.00% |
16/03/2023 | 2.88% | 0.37 | 0.38 | 300,000 | 100,000 | 300,000 | 100,000 | 102,908 | 35,303 | 95.86% | 95.86% |
15/03/2023 | 2.93% | 0.32 | 0.33 | 300,000 | 100,000 | 300,000 | 100,000 | 101,395 | 34,798 | 97.17% | 97.17% |
14/03/2023 | 3.31% | 0.37 | 0.38 | 300,000 | 100,000 | 300,000 | 100,000 | 90,537 | 31,179 | 97.63% | 97.63% |
13/03/2023 | 4.13% | 0.23 | 0.24 | 300,000 | 100,000 | 300,000 | 100,000 | 72,178 | 25,059 | 98.44% | 98.44% |
10/03/2023 | 3.05% | 0.33 | 0.34 | 300,000 | 100,000 | 300,000 | 100,000 | 96,980 | 33,327 | 97.27% | 97.27% |
09/03/2023 | 2.42% | 0.41 | 0.42 | 300,000 | 100,000 | 300,000 | 100,000 | 122,504 | 41,835 | 92.35% | 92.35% |
08/03/2023 | 2.19% | 0.45 | 0.46 | 300,000 | 100,000 | 300,000 | 100,000 | 135,766 | 46,256 | 90.83% | 90.83% |
07/03/2023 | 2.38% | 0.43 | 0.44 | 300,000 | 100,000 | 300,000 | 100,000 | 124,768 | 42,589 | 87.04% | 87.04% |