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 | - | - |
30/06/2023 | 3.16% | 0.22 | 0.24 | 200,000 | 200,000 | 200,000 | 200,000 | 64,648 | 66,648 | 84.55% | 85.13% |
29/06/2023 | 2.15% | 0.48 | 0.49 | 200,000 | 200,000 | 199,782 | 199,782 | 92,847 | 94,846 | 98.03% | 98.03% |
28/06/2023 | 1.76% | 0.53 | 0.54 | 200,000 | 200,000 | 199,945 | 199,945 | 112,677 | 114,676 | 100.00% | 100.00% |
27/06/2023 | 1.22% | 0.73 | 0.74 | 200,000 | 200,000 | 200,000 | 200,000 | 162,985 | 164,985 | 100.00% | 100.00% |
26/06/2023 | 1.11% | 0.83 | 0.84 | 200,000 | 200,000 | 200,000 | 200,000 | 179,474 | 181,474 | 100.00% | 100.00% |
23/06/2023 | 1.15% | 0.91 | 0.92 | 200,000 | 200,000 | 200,000 | 200,000 | 173,666 | 175,666 | 100.00% | 100.00% |
22/06/2023 | 1.19% | 0.75 | 0.76 | 200,000 | 200,000 | 200,000 | 200,000 | 168,351 | 170,351 | 99.55% | 99.55% |
21/06/2023 | 1.74% | 0.67 | 0.68 | 200,000 | 200,000 | 200,000 | 200,000 | 114,611 | 116,611 | 100.00% | 100.00% |
20/06/2023 | 1.93% | 0.55 | 0.56 | 200,000 | 200,000 | 200,000 | 200,000 | 103,061 | 105,061 | 99.73% | 99.73% |