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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/06/2023 | 39.20% | 0.07 | 0.08 | 775,000 | 400,000 | 975,571 | 289,286 | 25,721 | 11,766 | 99.76% | 99.76% |
14/06/2023 | 30.19% | 0.05 | 0.06 | 925,000 | 475,000 | 993,674 | 295,090 | 30,999 | 13,058 | 99.43% | 99.43% |
13/06/2023 | 41.12% | 0.03 | 0.04 | 1,000,000 | 250,000 | 993,808 | 250,000 | 19,486 | 7,402 | 98.93% | 98.93% |
12/06/2023 | 34.13% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,078 | 9,020 | 100.00% | 100.00% |
09/06/2023 | 19.10% | 0.05 | 0.06 | 1,000,000 | 250,000 | 991,829 | 369,066 | 47,183 | 21,613 | 100.00% | 100.00% |
08/06/2023 | 31.28% | 0.06 | 0.07 | 1,000,000 | 500,000 | 996,862 | 291,626 | 30,422 | 12,694 | 100.00% | 100.00% |
07/06/2023 | 28.71% | 0.03 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,222 | 10,055 | 100.00% | 100.00% |
06/06/2023 | 29.16% | 0.03 | 0.04 | 1,000,000 | 250,000 | 999,994 | 250,000 | 29,734 | 9,934 | 98.63% | 98.63% |