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 | 2.24% | 0.88 | 0.90 | 25,000 | 25,000 | 25,000 | 25,000 | 22,034 | 22,534 | 62.78% | 62.78% |
15/06/2023 | 2.25% | 0.86 | 0.88 | 25,000 | 25,000 | 25,000 | 25,000 | 22,021 | 22,521 | 92.76% | 92.76% |
14/06/2023 | 2.06% | 0.93 | 0.95 | 25,000 | 25,000 | 25,573 | 25,573 | 24,376 | 24,876 | 50.23% | 50.23% |
13/06/2023 | 0.94% | 1.03 | 1.05 | 50,000 | 25,000 | 49,982 | 49,992 | 53,194 | 53,705 | 0.56% | 29.11% |
12/06/2023 | 0.98% | 0.99 | 1.00 | 60,000 | 50,000 | 53,490 | 50,000 | 54,208 | 51,268 | 95.69% | 95.69% |
09/06/2023 | 1.10% | 0.93 | 0.94 | 60,000 | 50,000 | 60,000 | 50,000 | 54,433 | 45,860 | 100.00% | 100.00% |
08/06/2023 | 1.14% | 0.88 | 0.89 | 60,000 | 50,000 | 60,000 | 50,000 | 52,337 | 44,114 | 100.00% | 100.00% |
07/06/2023 | 1.11% | 0.89 | 0.90 | 60,000 | 50,000 | 60,000 | 50,000 | 53,854 | 45,379 | 100.00% | 100.00% |
06/06/2023 | 1.05% | 0.96 | 0.97 | 60,000 | 50,000 | 60,000 | 50,000 | 56,973 | 47,977 | 100.00% | 100.00% |