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 | - | - |
25/08/2023 | 0.95% | 99.05 | 100.00 | 100,000 | 100,000 | 100,000 | 100,000 | 99,050 | 100,000 | 97.65% | 97.65% |
24/08/2023 | 1.01% | 98.85 | 99.85 | 100,000 | 100,000 | 100,000 | 100,000 | 98,907 | 99,907 | 99.58% | 99.58% |
23/08/2023 | 1.01% | 98.75 | 99.75 | 100,000 | 100,000 | 100,000 | 100,000 | 98,674 | 99,674 | 99.71% | 99.71% |
22/08/2023 | 1.01% | 98.20 | 99.20 | 100,000 | 100,000 | 100,000 | 100,000 | 98,173 | 99,173 | 97.13% | 97.13% |
21/08/2023 | 1.02% | 97.80 | 98.80 | 100,000 | 100,000 | 100,000 | 100,000 | 97,860 | 98,860 | 98.74% | 98.74% |
18/08/2023 | 1.03% | 97.80 | 98.80 | 100,000 | 100,000 | 100,000 | 100,000 | 97,056 | 98,056 | 83.76% | 83.76% |
17/08/2023 | 1.03% | 96.30 | 97.30 | 100,000 | 100,000 | 100,000 | 100,000 | 96,433 | 97,433 | 98.87% | 98.87% |
16/08/2023 | 1.03% | 95.95 | 96.95 | 100,000 | 100,000 | 100,000 | 100,000 | 96,670 | 97,670 | 97.74% | 97.74% |
15/08/2023 | 1.02% | 97.05 | 98.05 | 100,000 | 100,000 | 100,000 | 100,000 | 97,506 | 98,506 | 98.55% | 98.55% |