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 | - | - |
29/09/2023 | 1.05% | 99.05 | 100.10 | 100,000 | 100,000 | 100,000 | 100,000 | 99,050 | 100,100 | 76.11% | 76.11% |
28/09/2023 | 1.01% | 98.85 | 99.85 | 100,000 | 100,000 | 100,000 | 100,000 | 98,801 | 99,801 | 99.77% | 99.77% |
27/09/2023 | 1.01% | 98.50 | 99.50 | 100,000 | 100,000 | 100,000 | 100,000 | 98,667 | 99,667 | 93.73% | 93.73% |
26/09/2023 | 1.01% | 98.50 | 99.50 | 100,000 | 100,000 | 100,000 | 100,000 | 98,504 | 99,504 | 99.83% | 99.83% |
25/09/2023 | 1.02% | 98.45 | 99.45 | 100,000 | 100,000 | 100,000 | 100,000 | 97,729 | 98,729 | 99.83% | 99.83% |
22/09/2023 | 1.01% | 98.35 | 99.35 | 100,000 | 100,000 | 100,000 | 100,000 | 98,482 | 99,482 | 99.76% | 99.76% |
21/09/2023 | 1.01% | 98.80 | 99.80 | 100,000 | 100,000 | 100,000 | 100,000 | 98,797 | 99,797 | 99.65% | 99.65% |
20/09/2023 | 1.01% | 98.70 | 99.70 | 100,000 | 100,000 | 100,000 | 100,000 | 98,726 | 99,726 | 99.64% | 99.64% |
19/09/2023 | 1.01% | 98.45 | 99.45 | 100,000 | 100,000 | 100,000 | 100,000 | 98,551 | 99,551 | 99.68% | 99.68% |