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 | - | - |
25/05/2023 | 0.56% | 1.81 | 1.82 | 600,000 | 75,000 | 600,000 | 75,000 | 1,074,900 | 135,112 | 27.83% | 27.83% |
24/05/2023 | 0.65% | 1.49 | 1.50 | 600,000 | 75,000 | 600,000 | 75,000 | 918,726 | 115,591 | 96.42% | 96.42% |
22/05/2023 | 0.63% | 1.63 | 1.64 | 600,000 | 75,000 | 600,000 | 75,000 | 954,975 | 120,122 | 99.82% | 99.82% |
19/05/2023 | 0.62% | 1.64 | 1.65 | 600,000 | 75,000 | 600,000 | 75,000 | 971,775 | 122,222 | 98.49% | 98.49% |
17/05/2023 | 0.72% | 1.37 | 1.38 | 600,000 | 75,000 | 600,000 | 75,000 | 827,457 | 104,182 | 83.26% | 83.26% |
16/05/2023 | 0.73% | 1.36 | 1.37 | 600,000 | 75,000 | 600,000 | 75,000 | 817,784 | 102,973 | 100.00% | 100.00% |
15/05/2023 | 0.71% | 1.40 | 1.41 | 600,000 | 75,000 | 600,000 | 75,000 | 842,817 | 106,102 | 100.00% | 100.00% |
12/05/2023 | 0.72% | 1.41 | 1.42 | 600,000 | 75,000 | 600,000 | 75,000 | 834,924 | 105,116 | 99.99% | 99.99% |
11/05/2023 | 0.71% | 1.39 | 1.40 | 600,000 | 75,000 | 600,000 | 75,000 | 840,413 | 105,802 | 100.00% | 100.00% |