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 | - | - |
13/04/2023 | 13.62% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 999,969 | 71,888 | 81,886 | 70.36% | 70.36% |
12/04/2023 | 5.97% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 167,269 | 177,269 | 99.59% | 99.59% |
11/04/2023 | 4.69% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 208,304 | 218,304 | 99.55% | 99.55% |
06/04/2023 | 4.60% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 212,387 | 222,387 | 100.00% | 100.00% |
05/04/2023 | 4.70% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,893 | 217,893 | 99.27% | 99.27% |
04/04/2023 | 3.59% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 274,201 | 284,201 | 99.67% | 99.67% |
03/04/2023 | 3.13% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 315,498 | 325,498 | 99.93% | 99.93% |
31/03/2023 | 3.18% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 310,671 | 320,671 | 99.06% | 99.06% |
30/03/2023 | 3.20% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 308,452 | 318,452 | 100.00% | 100.00% |