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 | - | - |
09/06/2023 | 17.89% | 0.02 | 0.13 | 500,000 | 50,000 | 343,135 | 25,945 | 50,850 | 4,591 | 49.20% | 79.46% |
08/06/2023 | 4.81% | 0.39 | 0.40 | 130,000 | 50,000 | 102,351 | 30,428 | 52,186 | 16,014 | 99.70% | 99.70% |
07/06/2023 | 5.07% | 0.48 | 0.49 | 110,000 | 50,000 | 106,144 | 30,458 | 51,915 | 15,548 | 99.10% | 99.10% |
06/06/2023 | 3.76% | 0.65 | 0.66 | 80,000 | 50,000 | 79,001 | 30,429 | 53,164 | 21,372 | 99.69% | 99.69% |
05/06/2023 | 3.70% | 0.64 | 0.65 | 80,000 | 50,000 | 79,818 | 30,428 | 53,710 | 20,996 | 99.65% | 99.65% |