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 | - | - |
27/06/2023 | 2.71% | 1.45 | 1.49 | 50,000 | 50,000 | 50,000 | 50,000 | 72,903 | 74,903 | 100.00% | 100.00% |
26/06/2023 | 0.67% | 1.46 | 1.47 | 50,000 | 50,000 | 50,000 | 50,000 | 73,865 | 74,365 | 100.00% | 100.00% |
23/06/2023 | 0.69% | 1.46 | 1.47 | 50,000 | 50,000 | 50,000 | 50,000 | 72,620 | 73,120 | 100.00% | 100.00% |
22/06/2023 | 0.68% | 1.43 | 1.44 | 50,000 | 50,000 | 50,000 | 50,000 | 73,102 | 73,602 | 100.00% | 100.00% |
21/06/2023 | 0.66% | 1.49 | 1.50 | 50,000 | 50,000 | 50,000 | 50,000 | 75,024 | 75,524 | 97.45% | 97.45% |
20/06/2023 | 0.64% | 1.52 | 1.53 | 50,000 | 50,000 | 50,000 | 50,000 | 78,433 | 78,933 | 99.63% | 99.63% |
19/06/2023 | 0.63% | 1.59 | 1.60 | 50,000 | 50,000 | 50,000 | 50,000 | 79,330 | 79,830 | 100.00% | 100.00% |
16/06/2023 | 0.61% | 1.62 | 1.63 | 50,000 | 50,000 | 50,000 | 50,000 | 81,369 | 81,869 | 95.26% | 95.26% |
15/06/2023 | 0.65% | 1.59 | 1.60 | 50,000 | 50,000 | 50,000 | 50,000 | 76,432 | 76,932 | 99.73% | 99.73% |