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 | - | - |
06/10/2023 | 5.60% | 0.10 | 0.11 | 152,000 | 152,000 | 150,124 | 150,124 | 26,447 | 27,948 | 85.18% | 85.18% |
05/10/2023 | 3.00% | 0.32 | 0.33 | 146,000 | 146,000 | 145,835 | 145,835 | 47,928 | 49,386 | 92.20% | 92.20% |
04/10/2023 | 2.87% | 0.31 | 0.32 | 146,000 | 146,000 | 145,061 | 145,061 | 49,876 | 51,327 | 100.00% | 100.00% |
03/10/2023 | 3.04% | 0.29 | 0.30 | 146,000 | 146,000 | 145,995 | 145,995 | 47,420 | 48,880 | 99.31% | 99.31% |
02/10/2023 | 2.88% | 0.32 | 0.33 | 146,000 | 146,000 | 145,120 | 145,120 | 49,770 | 51,221 | 98.64% | 98.64% |
29/09/2023 | 2.56% | 0.36 | 0.37 | 144,000 | 144,000 | 144,000 | 144,000 | 55,600 | 57,040 | 100.00% | 100.00% |
28/09/2023 | 2.97% | 0.33 | 0.34 | 146,000 | 146,000 | 145,949 | 145,949 | 48,409 | 49,868 | 97.95% | 97.95% |
27/09/2023 | 2.42% | 0.37 | 0.38 | 144,000 | 144,000 | 143,691 | 143,691 | 58,672 | 60,109 | 99.89% | 99.89% |
26/09/2023 | 2.02% | 0.47 | 0.48 | 142,000 | 142,000 | 141,203 | 141,203 | 69,329 | 70,741 | 100.00% | 100.00% |