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 | - | 0.13 | 0.14 | 286,994 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05/10/2022 | 6.11% | 0.16 | 0.17 | 291,975 | 100,000 | 290,529 | 100,000 | 46,193 | 16,901 | 100.00% | 100.00% |
04/10/2022 | 5.36% | 0.15 | 0.16 | 289,604 | 100,000 | 272,102 | 100,000 | 49,580 | 19,354 | 100.00% | 100.00% |
03/10/2022 | 2.82% | 0.29 | 0.30 | 180,000 | 100,000 | 147,737 | 100,000 | 51,718 | 36,290 | 100.00% | 100.00% |
30/09/2022 | 2.45% | 0.37 | 0.38 | 140,000 | 100,000 | 128,558 | 100,000 | 51,821 | 41,387 | 95.18% | 95.18% |
29/09/2022 | 1.66% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 59,597 | 60,597 | 99.11% | 99.11% |
28/09/2022 | 1.71% | 0.52 | 0.53 | 100,000 | 100,000 | 100,000 | 100,000 | 58,338 | 59,338 | 100.00% | 100.00% |
27/09/2022 | 1.88% | 0.58 | 0.59 | 100,000 | 100,000 | 101,263 | 100,000 | 53,406 | 53,792 | 100.00% | 100.00% |
26/09/2022 | 2.12% | 0.46 | 0.47 | 110,000 | 100,000 | 111,961 | 100,000 | 52,231 | 47,693 | 100.00% | 100.00% |