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 | 21.00% | 0.08 | 0.10 | 310,000 | 310,000 | 310,000 | 310,000 | 26,518 | 32,718 | 100.00% | 100.00% |
15/06/2023 | 77.36% | 0.06 | 0.08 | 600,000 | 600,000 | 600,000 | 600,000 | 16,812 | 28,812 | 38.76% | 100.00% |
14/06/2023 | 108.42% | 0.02 | 0.04 | 600,000 | 600,000 | 600,000 | 600,000 | 7,654 | 19,654 | 59.78% | 99.72% |
13/06/2023 | 110.07% | 0.01 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 5,575 | 18,634 | 93.26% | 93.26% |
12/06/2023 | 84.02% | 0.00 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 10,044 | 22,595 | 100.00% | 100.00% |
09/06/2023 | 23.61% | 0.03 | 0.04 | 550,000 | 550,000 | 550,000 | 550,000 | 20,706 | 26,206 | 100.00% | 100.00% |
08/06/2023 | 44.68% | 0.04 | 0.05 | 600,000 | 600,000 | 600,000 | 600,000 | 12,780 | 18,780 | 99.08% | 99.08% |
07/06/2023 | 38.46% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 12,765 | 18,765 | 99.39% | 99.39% |
06/06/2023 | 38.67% | 0.02 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 12,848 | 18,848 | 99.36% | 99.36% |