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 | - | - |
21/04/2023 | - | 0.00 | 0.02 | 70,000 | 180,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20/04/2023 | 127.62% | 0.00 | 0.02 | 170,000 | 170,000 | 170,000 | 170,000 | 756 | 3,400 | 92.00% | 100.00% |
19/04/2023 | - | 0.00 | 0.02 | 170,000 | 170,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/04/2023 | 117.59% | 0.00 | 0.02 | 170,000 | 170,000 | 169,992 | 169,992 | 898 | 3,400 | 100.00% | 100.00% |
17/04/2023 | 72.04% | 0.01 | 0.02 | 170,000 | 170,000 | 165,438 | 165,438 | 1,737 | 3,584 | 97.80% | 97.80% |
14/04/2023 | 39.88% | 0.03 | 0.04 | 160,000 | 160,000 | 160,000 | 160,000 | 3,680 | 5,280 | 99.53% | 99.53% |
13/04/2023 | 44.46% | 0.02 | 0.03 | 160,000 | 160,000 | 166,583 | 166,583 | 3,030 | 4,741 | 100.00% | 100.00% |
12/04/2023 | 47.80% | 0.03 | 0.04 | 160,000 | 160,000 | 169,510 | 169,510 | 3,948 | 6,321 | 100.00% | 100.00% |
11/04/2023 | 58.18% | 0.01 | 0.03 | 170,000 | 170,000 | 166,710 | 166,710 | 2,841 | 5,146 | 100.00% | 100.00% |