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 | 1.05% | 0.90 | 0.91 | 500,000 | 50,000 | 500,000 | 50,000 | 476,261 | 48,126 | 100.00% | 100.00% |
15/06/2023 | 1.04% | 0.95 | 0.96 | 500,000 | 50,000 | 500,000 | 50,000 | 482,210 | 48,721 | 99.88% | 99.88% |
14/06/2023 | 0.94% | 1.04 | 1.05 | 500,000 | 50,000 | 499,996 | 50,000 | 532,056 | 53,706 | 99.32% | 99.32% |
13/06/2023 | 1.26% | 0.92 | 0.93 | 500,000 | 50,000 | 499,984 | 50,000 | 409,957 | 41,497 | 54.53% | 54.53% |
12/06/2023 | 2.54% | 0.42 | 0.43 | 500,000 | 50,000 | 265,415 | 50,000 | 104,404 | 19,952 | 100.00% | 100.00% |
09/06/2023 | 2.72% | 0.36 | 0.37 | 150,000 | 50,000 | 149,994 | 49,986 | 54,938 | 18,809 | 100.00% | 100.00% |
08/06/2023 | 2.22% | 0.47 | 0.48 | 150,000 | 50,000 | 150,000 | 50,000 | 66,905 | 22,802 | 98.88% | 98.88% |
07/06/2023 | 2.05% | 0.46 | 0.47 | 150,000 | 50,000 | 150,000 | 50,000 | 72,336 | 24,612 | 99.18% | 99.18% |
06/06/2023 | 2.10% | 0.51 | 0.52 | 150,000 | 50,000 | 150,000 | 50,000 | 70,629 | 24,043 | 97.74% | 97.74% |