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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 99.93% | 99.93% |
15/06/2023 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.42% |
14/06/2023 | 66.67% | 0.01 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 57.91% | 99.34% |
13/06/2023 | 38.42% | 0.02 | 0.03 | 750,000 | 250,000 | 737,090 | 245,697 | 16,544 | 7,972 | 62.56% | 62.56% |
12/06/2023 | 49.32% | 0.03 | 0.04 | 750,000 | 250,000 | 749,989 | 250,000 | 12,482 | 6,661 | 99.34% | 99.34% |
09/06/2023 | 65.99% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,690 | 5,063 | 95.37% | 99.38% |
08/06/2023 | 35.98% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 17,638 | 8,379 | 98.11% | 98.11% |
07/06/2023 | 22.13% | 0.03 | 0.04 | 750,000 | 250,000 | 707,220 | 235,740 | 28,611 | 11,894 | 96.06% | 96.06% |
06/06/2023 | 19.28% | 0.06 | 0.07 | 600,000 | 200,000 | 657,730 | 219,243 | 30,993 | 12,523 | 97.15% | 97.15% |