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 | 5.20% | 0.19 | 0.20 | 450,000 | 150,000 | 450,000 | 150,000 | 84,354 | 29,618 | 100.00% | 100.00% |
15/06/2023 | 5.87% | 0.18 | 0.19 | 450,000 | 150,000 | 450,000 | 150,000 | 74,841 | 26,447 | 100.00% | 100.00% |
14/06/2023 | 6.22% | 0.14 | 0.15 | 450,000 | 150,000 | 450,000 | 150,000 | 70,611 | 25,037 | 99.69% | 99.69% |
13/06/2023 | 4.76% | 0.20 | 0.21 | 450,000 | 150,000 | 450,000 | 150,000 | 92,586 | 32,362 | 61.84% | 61.84% |
12/06/2023 | 4.63% | 0.21 | 0.22 | 450,000 | 150,000 | 450,000 | 150,000 | 95,007 | 33,169 | 100.00% | 100.00% |
09/06/2023 | 4.15% | 0.25 | 0.26 | 450,000 | 150,000 | 450,000 | 150,000 | 106,319 | 36,940 | 100.00% | 100.00% |
08/06/2023 | 4.00% | 0.24 | 0.25 | 450,000 | 150,000 | 450,000 | 150,000 | 110,219 | 38,240 | 99.01% | 99.01% |
07/06/2023 | 3.90% | 0.25 | 0.26 | 450,000 | 150,000 | 450,000 | 150,000 | 113,282 | 39,261 | 98.83% | 98.83% |
06/06/2023 | 3.98% | 0.25 | 0.26 | 450,000 | 150,000 | 450,000 | 150,000 | 110,867 | 38,456 | 97.84% | 97.84% |