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 | 7.69% | 0.10 | 0.11 | 750,000 | 40,000 | 631,862 | 40,000 | 79,996 | 5,785 | 99.32% | 99.32% |
08/06/2023 | 2.70% | 0.36 | 0.37 | 450,000 | 40,000 | 450,000 | 40,000 | 164,804 | 15,049 | 98.08% | 98.08% |
07/06/2023 | 2.04% | 0.40 | 0.41 | 450,000 | 40,000 | 450,000 | 40,000 | 219,808 | 19,939 | 96.98% | 96.98% |
06/06/2023 | 1.79% | 0.56 | 0.57 | 450,000 | 40,000 | 450,000 | 40,000 | 249,318 | 22,562 | 97.18% | 97.18% |
05/06/2023 | 1.78% | 0.49 | 0.50 | 450,000 | 40,000 | 450,000 | 40,000 | 251,753 | 22,778 | 98.00% | 98.00% |
02/06/2023 | 1.73% | 0.58 | 0.59 | 450,000 | 40,000 | 450,000 | 40,000 | 258,929 | 23,416 | 97.78% | 97.78% |
01/06/2023 | 1.87% | 0.54 | 0.55 | 450,000 | 40,000 | 450,000 | 40,000 | 238,591 | 21,608 | 99.35% | 99.35% |
31/05/2023 | 1.72% | 0.52 | 0.53 | 450,000 | 40,000 | 450,000 | 40,000 | 261,000 | 23,600 | 98.11% | 98.11% |
30/05/2023 | 1.65% | 0.55 | 0.56 | 450,000 | 40,000 | 450,000 | 40,000 | 271,124 | 24,500 | 97.73% | 97.73% |