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 | - | - |
15/09/2023 | 142.86% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 3,000 | 100.00% | 100.00% |
14/09/2023 | - | 0.01 | 0.01 | 1,000,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 98.48% |
13/09/2023 | 51.69% | 0.01 | 0.02 | 1,000,000 | 500,000 | 992,123 | 457,730 | 16,921 | 11,942 | 98.76% | 98.76% |
12/09/2023 | 29.54% | 0.02 | 0.03 | 1,000,000 | 400,000 | 991,571 | 391,571 | 29,124 | 15,374 | 96.42% | 96.42% |
11/09/2023 | 17.29% | 0.04 | 0.05 | 1,000,000 | 400,000 | 898,430 | 299,893 | 48,011 | 19,019 | 91.49% | 91.49% |
08/09/2023 | 21.60% | 0.05 | 0.06 | 900,000 | 300,000 | 974,664 | 374,664 | 40,415 | 19,205 | 94.60% | 94.60% |
07/09/2023 | 16.79% | 0.04 | 0.05 | 1,000,000 | 400,000 | 928,790 | 328,790 | 51,246 | 21,308 | 94.80% | 94.80% |
06/09/2023 | 17.63% | 0.06 | 0.07 | 900,000 | 300,000 | 954,393 | 354,393 | 49,644 | 21,872 | 96.82% | 96.82% |
05/09/2023 | 24.63% | 0.05 | 0.06 | 1,000,000 | 400,000 | 1,000,000 | 428,903 | 37,283 | 20,055 | 98.00% | 98.00% |