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 | 65.07% | 0.01 | 0.02 | 242,136 | 50,000 | 253,941 | 50,000 | 2,693 | 1,030 | 90.37% | 90.37% |
15/06/2023 | 60.16% | 0.01 | 0.02 | 359,123 | 50,000 | 430,130 | 50,000 | 5,216 | 1,122 | 86.74% | 99.67% |
14/06/2023 | 21.36% | 0.04 | 0.05 | 284,739 | 50,000 | 268,601 | 50,000 | 11,283 | 2,607 | 93.99% | 93.99% |
13/06/2023 | 16.81% | 0.06 | 0.07 | 249,730 | 50,000 | 255,254 | 50,000 | 14,033 | 3,269 | 59.07% | 59.07% |
12/06/2023 | 24.30% | 0.05 | 0.06 | 272,324 | 50,000 | 325,702 | 50,000 | 11,949 | 2,362 | 90.72% | 90.72% |
09/06/2023 | 30.60% | 0.02 | 0.03 | 500,000 | 50,000 | 368,822 | 50,000 | 10,413 | 1,919 | 85.28% | 85.28% |
08/06/2023 | 19.71% | 0.05 | 0.06 | 281,495 | 50,000 | 297,224 | 50,000 | 13,665 | 2,819 | 88.57% | 88.57% |
07/06/2023 | 14.49% | 0.05 | 0.06 | 277,449 | 50,000 | 257,525 | 50,000 | 16,613 | 3,731 | 95.72% | 95.72% |
06/06/2023 | 13.66% | 0.08 | 0.09 | 241,423 | 50,000 | 255,236 | 50,000 | 17,528 | 3,948 | 97.60% | 97.60% |