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 | 8.32% | 0.01 | 0.10 | 500,000 | 500,000 | 495,212 | 495,212 | 63,406 | 68,430 | 71.91% | 92.18% |
11/07/2023 | 5.70% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 85,401 | 90,401 | 100.00% | 100.00% |
10/07/2023 | 3.99% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 123,169 | 128,169 | 100.00% | 100.00% |
07/07/2023 | 3.37% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 146,625 | 151,625 | 98.30% | 98.30% |
06/07/2023 | 3.31% | 0.31 | 0.32 | 500,000 | 500,000 | 494,766 | 494,766 | 159,037 | 164,063 | 100.00% | 100.00% |
05/07/2023 | 3.00% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 164,359 | 169,359 | 100.00% | 100.00% |
04/07/2023 | 3.22% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 152,825 | 157,825 | 100.00% | 100.00% |
03/07/2023 | 3.02% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 163,394 | 168,394 | 49.86% | 49.86% |
30/06/2023 | 2.93% | 0.30 | 0.31 | 500,000 | 500,000 | 499,706 | 499,706 | 169,689 | 174,690 | 99.59% | 99.59% |