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 | - | - |
15/09/2023 | 0.53% | 1.87 | 1.88 | 225,000 | 50,000 | 225,000 | 50,000 | 424,474 | 94,828 | 100.00% | 100.00% |
14/09/2023 | 0.55% | 1.86 | 1.87 | 225,000 | 50,000 | 225,000 | 50,000 | 409,608 | 91,524 | 99.89% | 99.89% |
13/09/2023 | 0.56% | 1.78 | 1.79 | 225,000 | 50,000 | 225,000 | 50,000 | 401,516 | 89,726 | 100.00% | 100.00% |
12/09/2023 | 0.54% | 1.84 | 1.85 | 225,000 | 50,000 | 225,000 | 50,000 | 416,659 | 93,091 | 100.00% | 100.00% |
11/09/2023 | 0.53% | 1.86 | 1.87 | 225,000 | 50,000 | 225,000 | 50,000 | 425,621 | 95,083 | 100.00% | 100.00% |
08/09/2023 | 0.54% | 1.85 | 1.86 | 225,000 | 50,000 | 225,000 | 50,000 | 413,075 | 92,295 | 99.98% | 99.98% |
07/09/2023 | 0.54% | 1.86 | 1.87 | 225,000 | 50,000 | 225,000 | 50,000 | 416,171 | 92,982 | 100.00% | 100.00% |
06/09/2023 | 0.54% | 1.84 | 1.85 | 225,000 | 50,000 | 225,000 | 50,000 | 416,200 | 92,989 | 99.99% | 99.99% |
05/09/2023 | 0.53% | 1.92 | 1.93 | 225,000 | 50,000 | 225,000 | 50,000 | 426,190 | 95,209 | 100.00% | 100.00% |