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 | - | - |
21/06/2024 | 180.95% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 5,000 | 98.70% | 98.70% |
20/06/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 994,772 | 250,000 | 4,974 | 3,750 | 98.99% | 98.99% |
19/06/2024 | 78.19% | 0.01 | 0.02 | 1,000,000 | 250,000 | 987,239 | 250,000 | 8,171 | 4,568 | 98.66% | 98.66% |
18/06/2024 | 74.67% | 0.01 | 0.02 | 1,000,000 | 250,000 | 995,711 | 250,000 | 8,757 | 4,700 | 99.09% | 99.09% |
17/06/2024 | 94.46% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,831 | 3,958 | 99.38% | 99.38% |
14/06/2024 | 66.62% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,015 | 5,004 | 99.28% | 99.28% |
13/06/2024 | 63.18% | 0.01 | 0.02 | 1,000,000 | 250,000 | 994,677 | 250,000 | 10,992 | 5,261 | 99.39% | 99.39% |
12/06/2024 | 45.89% | 0.02 | 0.03 | 1,000,000 | 250,000 | 995,485 | 250,000 | 17,036 | 6,776 | 99.38% | 99.38% |
11/06/2024 | 43.54% | 0.02 | 0.03 | 1,000,000 | 250,000 | 996,239 | 250,000 | 18,231 | 7,075 | 99.37% | 99.37% |