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 | - | - |
18/10/2022 | 2.45% | 0.23 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 205,216 | 210,216 | 57.32% | 61.49% |
17/10/2022 | 1.16% | 0.76 | 0.77 | 500,000 | 500,000 | 500,000 | 500,000 | 440,624 | 445,624 | 100.00% | 100.00% |
14/10/2022 | 0.98% | 1.11 | 1.12 | 500,000 | 500,000 | 500,000 | 500,000 | 513,786 | 518,786 | 99.05% | 99.05% |
13/10/2022 | 0.66% | 1.43 | 1.44 | 500,000 | 500,000 | 500,000 | 500,000 | 766,864 | 771,864 | 96.91% | 96.91% |
12/10/2022 | 0.65% | 1.55 | 1.56 | 500,000 | 500,000 | 500,000 | 500,000 | 767,091 | 772,091 | 99.12% | 99.12% |
11/10/2022 | 0.62% | 1.54 | 1.55 | 500,000 | 500,000 | 500,000 | 500,000 | 799,244 | 804,244 | 97.76% | 97.76% |
10/10/2022 | 0.75% | 1.36 | 1.37 | 500,000 | 500,000 | 500,000 | 500,000 | 663,543 | 668,543 | 99.70% | 99.70% |
07/10/2022 | 0.88% | 1.36 | 1.37 | 500,000 | 500,000 | 500,000 | 500,000 | 569,056 | 574,056 | 98.98% | 98.98% |
06/10/2022 | 1.04% | 1.08 | 1.09 | 500,000 | 500,000 | 500,000 | 499,996 | 484,943 | 489,940 | 100.00% | 100.00% |