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 | 1.02% | 0.98 | 0.99 | 20,000 | 20,000 | 20,000 | 20,000 | 19,528 | 19,728 | 98.89% | 98.89% |
14/09/2023 | 0.94% | 1.04 | 1.05 | 190,000 | 190,000 | 59,756 | 59,756 | 61,943 | 62,541 | 96.36% | 96.36% |
13/09/2023 | 1.13% | 0.95 | 0.96 | 190,000 | 190,000 | 59,946 | 59,946 | 54,527 | 55,126 | 97.74% | 97.74% |
12/09/2023 | 1.10% | 0.92 | 0.93 | 190,000 | 190,000 | 59,378 | 59,378 | 55,205 | 55,799 | 97.21% | 97.21% |
11/09/2023 | 0.98% | 0.85 | 0.86 | 200,000 | 200,000 | 63,702 | 63,702 | 60,356 | 60,993 | 95.06% | 95.06% |
08/09/2023 | 0.91% | 1.02 | 1.03 | 190,000 | 190,000 | 59,969 | 59,969 | 65,256 | 65,855 | 93.71% | 93.71% |
07/09/2023 | 0.92% | 1.04 | 1.05 | 140,000 | 140,000 | 51,887 | 51,887 | 55,470 | 55,989 | 89.00% | 89.00% |
06/09/2023 | 0.68% | 1.23 | 1.24 | 140,000 | 140,000 | 43,323 | 43,323 | 60,925 | 61,359 | 93.14% | 93.14% |
05/09/2023 | 0.68% | 1.55 | 1.56 | 140,000 | 140,000 | 45,369 | 45,369 | 67,641 | 68,094 | 94.10% | 94.10% |