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 | 2.84% | 0.69 | 0.71 | 310,000 | 310,000 | 310,000 | 310,000 | 215,578 | 221,778 | 100.00% | 100.00% |
15/06/2023 | 3.25% | 0.67 | 0.69 | 310,000 | 310,000 | 310,000 | 310,000 | 187,935 | 194,135 | 100.00% | 100.00% |
14/06/2023 | 3.30% | 0.63 | 0.65 | 310,000 | 310,000 | 310,000 | 310,000 | 185,281 | 191,481 | 99.71% | 99.71% |
13/06/2023 | 3.52% | 0.57 | 0.59 | 310,000 | 310,000 | 310,000 | 310,000 | 173,046 | 179,246 | 93.25% | 93.25% |
12/06/2023 | 3.48% | 0.52 | 0.54 | 310,000 | 310,000 | 310,000 | 310,000 | 175,405 | 181,605 | 100.00% | 100.00% |
09/06/2023 | 1.65% | 0.60 | 0.61 | 310,000 | 310,000 | 310,000 | 310,000 | 186,917 | 190,017 | 100.00% | 100.00% |
08/06/2023 | 1.81% | 0.61 | 0.62 | 310,000 | 310,000 | 310,000 | 310,000 | 170,885 | 173,985 | 99.17% | 99.17% |
07/06/2023 | 1.79% | 0.54 | 0.55 | 310,000 | 310,000 | 310,000 | 310,000 | 171,964 | 175,064 | 99.38% | 99.38% |
06/06/2023 | 1.82% | 0.53 | 0.54 | 310,000 | 310,000 | 310,000 | 310,000 | 168,774 | 171,874 | 99.35% | 99.35% |