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 | 2.02% | 0.56 | 0.57 | 100,000 | 100,000 | 116,363 | 116,363 | 56,914 | 58,078 | 99.76% | 99.76% |
14/06/2023 | 2.06% | 0.52 | 0.53 | 100,000 | 100,000 | 116,614 | 116,614 | 55,965 | 57,131 | 99.43% | 99.43% |
13/06/2023 | 2.23% | 0.46 | 0.47 | 125,000 | 125,000 | 125,000 | 125,000 | 55,554 | 56,804 | 98.93% | 98.93% |
12/06/2023 | 2.19% | 0.41 | 0.42 | 125,000 | 125,000 | 125,000 | 125,000 | 56,477 | 57,727 | 100.00% | 100.00% |
09/06/2023 | 2.03% | 0.48 | 0.49 | 125,000 | 125,000 | 120,379 | 120,379 | 58,639 | 59,843 | 100.00% | 100.00% |
08/06/2023 | 2.28% | 0.50 | 0.51 | 100,000 | 100,000 | 122,023 | 122,023 | 53,143 | 54,364 | 100.00% | 100.00% |
07/06/2023 | 2.24% | 0.42 | 0.43 | 125,000 | 125,000 | 125,000 | 125,000 | 55,114 | 56,364 | 100.00% | 100.00% |
06/06/2023 | 2.31% | 0.42 | 0.43 | 125,000 | 125,000 | 125,000 | 125,000 | 53,612 | 54,862 | 98.62% | 98.62% |