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 | - | - |
12/07/2023 | 8.24% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 116,518 | 126,518 | 65.50% | 65.50% |
11/07/2023 | 6.25% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 999,858 | 999,885 | 155,171 | 165,174 | 99.76% | 99.76% |
10/07/2023 | 4.25% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 230,827 | 240,827 | 100.00% | 100.00% |
07/07/2023 | 3.55% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 278,480 | 288,480 | 100.00% | 100.00% |
06/07/2023 | 3.21% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 307,036 | 317,036 | 100.00% | 100.00% |
05/07/2023 | 3.14% | 0.31 | 0.32 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 313,334 | 323,334 | 99.10% | 99.10% |
04/07/2023 | 3.39% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 290,238 | 300,238 | 100.00% | 100.00% |
03/07/2023 | 3.10% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 318,394 | 328,394 | 100.00% | 100.00% |
30/06/2023 | 3.06% | 0.28 | 0.29 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 324,094 | 334,094 | 99.32% | 99.32% |