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 | - | - |
15/09/2023 | 1.49% | 0.67 | 0.68 | 40,000 | 40,000 | 40,000 | 40,000 | 26,623 | 27,023 | 99.09% | 99.09% |
14/09/2023 | 1.41% | 0.70 | 0.71 | 380,000 | 380,000 | 120,203 | 120,203 | 83,587 | 84,789 | 97.06% | 97.06% |
13/09/2023 | 1.61% | 0.65 | 0.66 | 380,000 | 380,000 | 120,636 | 120,636 | 76,078 | 77,285 | 97.60% | 97.60% |
12/09/2023 | 1.58% | 0.64 | 0.65 | 380,000 | 380,000 | 120,026 | 120,026 | 76,845 | 78,045 | 97.37% | 97.37% |
11/09/2023 | 1.46% | 0.60 | 0.61 | 390,000 | 390,000 | 124,937 | 124,937 | 81,135 | 82,385 | 94.80% | 94.80% |
08/09/2023 | 1.37% | 0.68 | 0.69 | 380,000 | 380,000 | 115,452 | 115,452 | 83,004 | 84,159 | 94.48% | 94.48% |
07/09/2023 | 1.38% | 0.69 | 0.70 | 280,000 | 280,000 | 101,835 | 101,835 | 72,135 | 73,154 | 92.94% | 92.94% |
06/09/2023 | 1.09% | 0.79 | 0.80 | 280,000 | 280,000 | 91,366 | 91,366 | 80,130 | 81,044 | 95.88% | 95.88% |
05/09/2023 | 1.09% | 0.95 | 0.96 | 270,000 | 270,000 | 92,664 | 92,664 | 85,460 | 86,387 | 97.95% | 97.95% |