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 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/03/2023 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 98.03% |
15/03/2023 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 97.20% |
14/03/2023 | - | 0.01 | 0.01 | 1,000,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 94.15% |
13/03/2023 | 60.94% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 99,995 | 12,146 | 2,214 | 99.32% | 99.32% |
10/03/2023 | 39.57% | 0.03 | 0.04 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 20,373 | 3,037 | 95.40% | 95.40% |
09/03/2023 | 35.60% | 0.03 | 0.04 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 23,846 | 3,385 | 97.62% | 97.62% |
08/03/2023 | 27.24% | 0.03 | 0.04 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 32,097 | 4,210 | 99.34% | 99.34% |
07/03/2023 | 17.05% | 0.05 | 0.06 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 54,053 | 6,405 | 99.34% | 99.34% |