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 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/09/2023 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.34% |
13/09/2023 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.36% |
12/09/2023 | 166.67% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 750 | 2,750 | 64.48% | 98.95% |
11/09/2023 | 166.67% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 750 | 2,750 | 99.36% | 99.36% |
08/09/2023 | 164.57% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 817 | 2,772 | 99.34% | 99.34% |
07/09/2023 | 119.26% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 2,620 | 3,373 | 99.35% | 99.35% |
06/09/2023 | 129.12% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 2,540 | 3,347 | 99.34% | 99.34% |
05/09/2023 | 119.99% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 2,574 | 3,358 | 99.36% | 99.36% |