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 | - | - |
25/09/2023 | 1.33% | 37.15 | 37.65 | 250,000 | 250,000 | 250,000 | 250,000 | 93,101 | 94,351 | 100.00% | 100.00% |
22/09/2023 | 1.31% | 37.85 | 38.35 | 250,000 | 250,000 | 250,000 | 250,000 | 94,908 | 96,158 | 100.00% | 100.00% |
21/09/2023 | 1.28% | 38.49 | 38.99 | 250,000 | 250,000 | 250,000 | 250,000 | 97,311 | 98,561 | 100.00% | 100.00% |
20/09/2023 | 1.25% | 39.84 | 40.34 | 250,000 | 250,000 | 250,000 | 250,000 | 99,224 | 100,474 | 97.10% | 97.10% |
19/09/2023 | 1.25% | 39.47 | 39.97 | 250,000 | 250,000 | 250,000 | 250,000 | 99,313 | 100,563 | 100.00% | 100.00% |
18/09/2023 | 1.25% | 39.56 | 40.06 | 250,000 | 250,000 | 250,000 | 250,000 | 99,543 | 100,793 | 100.00% | 100.00% |
15/09/2023 | 1.23% | 39.96 | 40.46 | 250,000 | 250,000 | 250,000 | 250,000 | 101,252 | 102,502 | 100.00% | 100.00% |
14/09/2023 | 1.20% | 41.59 | 42.09 | 250,000 | 250,000 | 250,000 | 250,000 | 103,457 | 104,707 | 100.00% | 100.00% |
13/09/2023 | 1.18% | 41.85 | 42.35 | 230,000 | 250,000 | 245,305 | 250,000 | 103,789 | 107,005 | 100.00% | 100.00% |