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 | 6.56% | 0.30 | 0.32 | 310,000 | 310,000 | 310,000 | 310,000 | 91,505 | 97,705 | 100.00% | 100.00% |
15/06/2023 | 9.42% | 0.27 | 0.29 | 310,000 | 310,000 | 310,000 | 310,000 | 63,966 | 70,166 | 100.00% | 100.00% |
14/06/2023 | 9.76% | 0.23 | 0.25 | 310,000 | 310,000 | 310,000 | 310,000 | 61,328 | 67,528 | 99.71% | 99.71% |
13/06/2023 | 11.82% | 0.17 | 0.19 | 320,000 | 320,000 | 320,000 | 320,000 | 51,062 | 57,462 | 93.24% | 93.24% |
12/06/2023 | 11.49% | 0.13 | 0.15 | 320,000 | 320,000 | 320,000 | 320,000 | 53,501 | 59,901 | 100.00% | 100.00% |
09/06/2023 | 4.78% | 0.20 | 0.21 | 310,000 | 310,000 | 310,000 | 310,000 | 63,318 | 66,418 | 100.00% | 100.00% |
08/06/2023 | 6.55% | 0.22 | 0.23 | 350,000 | 350,000 | 350,000 | 350,000 | 54,139 | 57,639 | 99.07% | 99.07% |
07/06/2023 | 6.15% | 0.14 | 0.15 | 340,000 | 340,000 | 340,000 | 340,000 | 53,761 | 57,161 | 99.39% | 99.39% |
06/06/2023 | 6.55% | 0.14 | 0.15 | 330,000 | 330,000 | 330,000 | 330,000 | 49,005 | 52,305 | 99.35% | 99.35% |