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 | - | - |
26/10/2022 | 10.04% | 0.03 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 94,985 | 104,985 | 3.78% | 100.00% |
25/10/2022 | 5.12% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 199,562 | 209,562 | 92.54% | 92.54% |
24/10/2022 | 3.98% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 247,959 | 257,959 | 99.56% | 99.56% |
21/10/2022 | 3.03% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 327,617 | 337,617 | 100.00% | 100.00% |
20/10/2022 | 4.27% | 0.26 | 0.27 | 1,000,000 | 1,000,000 | 968,621 | 968,621 | 279,949 | 290,105 | 99.94% | 99.94% |
19/10/2022 | 3.40% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 290,987 | 300,987 | 100.00% | 100.00% |
18/10/2022 | 4.03% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 243,566 | 253,566 | 100.00% | 100.00% |
17/10/2022 | 3.03% | 0.28 | 0.29 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 326,815 | 336,815 | 100.00% | 100.00% |
14/10/2022 | 2.85% | 0.34 | 0.35 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 346,205 | 356,205 | 99.71% | 99.71% |