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 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.41% |
16/03/2023 | 168.87% | 0.00 | 0.01 | 2,000,000 | 250,000 | 1,999,850 | 250,000 | 2,000 | 3,113 | 18.14% | 83.72% |
15/03/2023 | 142.58% | 0.00 | 0.00 | 2,000,000 | 250,000 | 2,000,000 | 423,119 | 2,000 | 2,534 | 10.34% | 50.83% |
14/03/2023 | 142.71% | 0.00 | 0.01 | 2,000,000 | 600,000 | 1,125,740 | 600,000 | 1,130 | 3,603 | 99.67% | 99.67% |
13/03/2023 | 122.38% | 0.00 | 0.01 | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 1,834 | 4,100 | 40.28% | 86.64% |
10/03/2023 | 103.48% | 0.00 | 0.01 | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 2,444 | 4,467 | 99.09% | 99.09% |
09/03/2023 | 113.21% | 0.01 | 0.01 | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 2,882 | 4,729 | 98.76% | 98.76% |
08/03/2023 | 64.47% | 0.01 | 0.01 | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 5,350 | 6,210 | 100.00% | 100.00% |
07/03/2023 | 35.63% | 0.01 | 0.01 | 1,000,000 | 600,000 | 1,000,000 | 599,886 | 11,903 | 10,140 | 100.00% | 100.00% |