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 | - | - |
14/07/2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/07/2023 | 25.60% | 0.04 | 0.12 | 500,000 | 100,000 | 416,063 | 416,063 | 36,606 | 42,026 | 6.02% | 99.91% |
12/07/2023 | 5.41% | 0.13 | 0.14 | 500,000 | 500,000 | 496,512 | 496,512 | 99,063 | 104,080 | 98.69% | 98.69% |
11/07/2023 | 3.73% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 131,544 | 136,544 | 100.00% | 100.00% |
10/07/2023 | 2.91% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 169,485 | 174,485 | 100.00% | 100.00% |
07/07/2023 | 2.56% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 193,101 | 198,101 | 98.30% | 98.30% |
06/07/2023 | 2.57% | 0.41 | 0.42 | 500,000 | 500,000 | 494,766 | 494,766 | 205,156 | 210,182 | 100.00% | 100.00% |
05/07/2023 | 2.34% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 210,920 | 215,920 | 100.00% | 100.00% |
04/07/2023 | 2.48% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 199,419 | 204,419 | 100.00% | 100.00% |