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 | - | 0.01 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05/10/2022 | 27.68% | 0.07 | 0.10 | 291,975 | 100,000 | 291,658 | 100,000 | 22,145 | 10,000 | 43.96% | 100.00% |
04/10/2022 | 13.23% | 0.06 | 0.10 | 289,604 | 100,000 | 294,657 | 100,000 | 28,494 | 10,958 | 88.78% | 100.00% |
03/10/2022 | 3.80% | 0.19 | 0.20 | 270,000 | 100,000 | 197,746 | 100,000 | 51,070 | 27,217 | 100.00% | 100.00% |
30/09/2022 | 3.16% | 0.28 | 0.29 | 180,000 | 100,000 | 165,805 | 100,000 | 51,725 | 32,292 | 95.18% | 95.18% |
29/09/2022 | 1.96% | 0.48 | 0.49 | 110,000 | 100,000 | 102,072 | 100,000 | 51,474 | 51,466 | 99.11% | 99.11% |
28/09/2022 | 2.02% | 0.43 | 0.44 | 120,000 | 100,000 | 107,950 | 100,000 | 52,907 | 50,338 | 100.00% | 100.00% |
27/09/2022 | 2.27% | 0.49 | 0.50 | 110,000 | 100,000 | 119,416 | 100,000 | 52,100 | 44,742 | 100.00% | 100.00% |
26/09/2022 | 2.63% | 0.37 | 0.38 | 140,000 | 100,000 | 137,916 | 100,000 | 51,801 | 38,603 | 100.00% | 100.00% |