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 | 29.33% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 998,654 | 1,000,000 | 29,293 | 39,327 | 65.18% | 65.18% |
11/07/2023 | 13.74% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 68,210 | 78,210 | 99.75% | 99.75% |
10/07/2023 | 6.11% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 999,768 | 159,516 | 169,476 | 99.56% | 99.56% |
07/07/2023 | 4.56% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 215,909 | 225,909 | 99.87% | 99.87% |
06/07/2023 | 4.01% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 244,567 | 254,567 | 99.15% | 99.15% |
05/07/2023 | 3.91% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 250,916 | 260,916 | 99.09% | 99.09% |
04/07/2023 | 4.30% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 227,656 | 237,656 | 100.00% | 100.00% |
03/07/2023 | 3.83% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 256,505 | 266,505 | 99.84% | 99.84% |
30/06/2023 | 3.78% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 261,794 | 271,794 | 99.32% | 99.32% |