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 | - | - |
16/06/2023 | 40.00% | 0.02 | 0.03 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 30,000 | 3,000 | 100.00% | 100.00% |
15/06/2023 | 38.78% | 0.02 | 0.03 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 31,600 | 3,107 | 100.00% | 100.00% |
14/06/2023 | 34.62% | 0.02 | 0.03 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 37,068 | 3,471 | 99.79% | 99.79% |
13/06/2023 | 28.03% | 0.03 | 0.04 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 46,274 | 4,085 | 63.03% | 63.03% |
12/06/2023 | 39.84% | 0.03 | 0.04 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 30,210 | 3,014 | 100.00% | 100.00% |
09/06/2023 | 41.14% | 0.02 | 0.03 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 29,358 | 2,957 | 100.00% | 100.00% |
08/06/2023 | 40.00% | 0.02 | 0.03 | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 30,000 | 3,000 | 98.74% | 98.74% |
07/06/2023 | 39.96% | 0.02 | 0.03 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 20,036 | 3,004 | 98.81% | 98.81% |
06/06/2023 | 38.40% | 0.02 | 0.03 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 21,401 | 3,140 | 97.76% | 97.76% |