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 | 1.02% | 0.95 | 0.96 | 300,000 | 5,000 | 300,000 | 5,000 | 291,484 | 4,908 | 100.00% | 100.00% |
14/09/2023 | 1.08% | 0.96 | 0.97 | 300,000 | 5,000 | 300,000 | 5,000 | 275,452 | 4,641 | 99.78% | 99.78% |
13/09/2023 | 0.96% | 1.03 | 1.04 | 300,000 | 50,000 | 300,000 | 50,000 | 310,480 | 52,247 | 100.00% | 100.00% |
12/09/2023 | 0.93% | 1.09 | 1.10 | 300,000 | 50,000 | 300,000 | 50,000 | 322,846 | 54,308 | 100.00% | 100.00% |
11/09/2023 | 0.89% | 1.11 | 1.12 | 300,000 | 50,000 | 300,000 | 50,000 | 335,694 | 56,449 | 100.00% | 100.00% |
08/09/2023 | 0.90% | 1.11 | 1.12 | 300,000 | 50,000 | 300,000 | 50,000 | 331,920 | 55,820 | 100.00% | 100.00% |
07/09/2023 | 0.85% | 1.14 | 1.15 | 300,000 | 50,000 | 300,000 | 50,000 | 352,391 | 59,232 | 100.00% | 100.00% |
06/09/2023 | 0.83% | 1.22 | 1.23 | 300,000 | 50,000 | 300,000 | 50,000 | 361,209 | 60,702 | 99.99% | 99.99% |
05/09/2023 | 0.79% | 1.22 | 1.23 | 300,000 | 50,000 | 300,000 | 50,000 | 380,219 | 63,870 | 100.00% | 100.00% |