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 | - | - |
20/03/2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/03/2023 | 124.11% | 0.01 | 0.02 | 480,000 | 96,000 | 473,787 | 94,757 | 2,398 | 1,917 | 98.74% | 98.74% |
16/03/2023 | 26.60% | 0.02 | 0.03 | 440,000 | 88,000 | 434,758 | 86,952 | 17,819 | 4,612 | 80.61% | 80.61% |
15/03/2023 | 74.27% | 0.02 | 0.03 | 520,000 | 104,000 | 470,327 | 243,984 | 6,203 | 5,650 | 60.84% | 60.84% |
14/03/2023 | 58.08% | 0.01 | 0.02 | 400,000 | 400,000 | 400,514 | 400,514 | 5,453 | 9,858 | 100.00% | 100.00% |
13/03/2023 | 64.02% | 0.02 | 0.03 | 390,000 | 390,000 | 399,368 | 399,368 | 5,939 | 10,737 | 95.04% | 95.04% |
10/03/2023 | 95.12% | 0.01 | 0.02 | 360,000 | 360,000 | 353,892 | 353,892 | 2,652 | 7,432 | 99.54% | 99.54% |
09/03/2023 | 101.51% | 0.01 | 0.02 | 340,000 | 340,000 | 345,749 | 345,749 | 2,293 | 6,915 | 100.00% | 100.00% |
08/03/2023 | 123.51% | 0.01 | 0.02 | 330,000 | 330,000 | 333,889 | 333,889 | 1,588 | 6,678 | 100.00% | 100.00% |