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 | - | - |
13/07/2023 | - | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/07/2023 | 5.37% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 999,996 | 999,936 | 191,443 | 201,432 | 99.68% | 99.68% |
11/07/2023 | 3.84% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 1,000,000 | 999,547 | 255,744 | 265,624 | 99.76% | 99.76% |
10/07/2023 | 2.96% | 0.32 | 0.33 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 333,211 | 343,211 | 100.00% | 100.00% |
07/07/2023 | 2.59% | 0.34 | 0.35 | 1,000,000 | 1,000,000 | 1,000,000 | 999,706 | 382,138 | 392,035 | 100.00% | 100.00% |
06/07/2023 | 2.41% | 0.40 | 0.41 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 410,450 | 420,450 | 100.00% | 100.00% |
05/07/2023 | 2.37% | 0.41 | 0.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 417,409 | 427,409 | 99.09% | 99.09% |
04/07/2023 | 2.50% | 0.40 | 0.41 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 394,951 | 404,951 | 100.00% | 100.00% |
03/07/2023 | 2.34% | 0.40 | 0.41 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 423,372 | 433,372 | 100.00% | 100.00% |