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 | 8.47% | 0.12 | 0.13 | 600,000 | 200,000 | 600,000 | 200,000 | 67,995 | 24,665 | 96.55% | 96.55% |
15/06/2023 | 8.15% | 0.11 | 0.12 | 600,000 | 200,000 | 600,000 | 200,000 | 73,945 | 26,649 | 97.42% | 97.42% |
14/06/2023 | 4.56% | 0.17 | 0.18 | 600,000 | 200,000 | 600,000 | 200,000 | 129,808 | 45,269 | 98.70% | 98.70% |
13/06/2023 | 4.83% | 0.20 | 0.21 | 600,000 | 200,000 | 600,000 | 200,000 | 121,563 | 42,521 | 58.62% | 58.62% |
12/06/2023 | 4.85% | 0.19 | 0.20 | 600,000 | 200,000 | 600,000 | 200,000 | 120,879 | 42,293 | 94.84% | 94.84% |
09/06/2023 | 5.41% | 0.17 | 0.18 | 600,000 | 200,000 | 600,000 | 200,000 | 108,031 | 38,010 | 94.80% | 94.80% |
08/06/2023 | 5.14% | 0.20 | 0.21 | 600,000 | 200,000 | 600,000 | 200,000 | 114,177 | 40,059 | 92.19% | 92.19% |
07/06/2023 | 5.41% | 0.18 | 0.19 | 600,000 | 200,000 | 600,000 | 200,000 | 108,187 | 38,062 | 92.13% | 92.13% |
06/06/2023 | 5.60% | 0.17 | 0.18 | 600,000 | 200,000 | 655,814 | 218,605 | 113,614 | 40,057 | 94.59% | 94.59% |