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 | 5.13% | 0.14 | 0.16 | 80,000 | 80,000 | 78,228 | 78,228 | 15,062 | 15,844 | 37.03% | 37.03% |
08/06/2023 | 3.54% | 0.24 | 0.25 | 78,000 | 78,000 | 77,034 | 77,034 | 21,632 | 22,402 | 100.00% | 100.00% |
07/06/2023 | 3.13% | 0.29 | 0.30 | 76,000 | 76,000 | 76,035 | 76,035 | 23,966 | 24,727 | 99.59% | 99.59% |
06/06/2023 | 2.83% | 0.36 | 0.37 | 76,000 | 76,000 | 76,000 | 76,000 | 26,488 | 27,248 | 99.72% | 99.72% |
05/06/2023 | 2.57% | 0.35 | 0.36 | 76,000 | 76,000 | 75,824 | 75,824 | 29,214 | 29,972 | 100.00% | 100.00% |
02/06/2023 | 2.62% | 0.40 | 0.41 | 76,000 | 76,000 | 76,000 | 76,000 | 28,620 | 29,380 | 100.00% | 100.00% |
01/06/2023 | 2.80% | 0.37 | 0.38 | 76,000 | 76,000 | 76,000 | 76,000 | 26,822 | 27,582 | 100.00% | 100.00% |
31/05/2023 | 2.70% | 0.30 | 0.31 | 76,000 | 76,000 | 76,000 | 76,000 | 27,891 | 28,651 | 100.00% | 100.00% |
30/05/2023 | 2.77% | 0.35 | 0.36 | 76,000 | 76,000 | 76,000 | 76,000 | 27,137 | 27,897 | 100.00% | 100.00% |