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 | 3.01% | 0.25 | 0.26 | 200,000 | 100,000 | 157,896 | 100,000 | 51,684 | 33,934 | 19.82% | 19.82% |
08/06/2023 | 2.11% | 0.37 | 0.38 | 140,000 | 100,000 | 112,729 | 100,000 | 53,110 | 48,989 | 99.90% | 99.90% |
07/06/2023 | 1.80% | 0.51 | 0.52 | 100,000 | 100,000 | 100,375 | 100,000 | 55,375 | 56,193 | 99.44% | 99.44% |
06/06/2023 | 1.61% | 0.64 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 61,805 | 62,805 | 99.78% | 99.78% |
05/06/2023 | 1.44% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 68,913 | 69,913 | 100.00% | 100.00% |
02/06/2023 | 1.48% | 0.72 | 0.73 | 100,000 | 100,000 | 100,000 | 100,000 | 67,273 | 68,273 | 99.72% | 99.72% |
01/06/2023 | 1.59% | 0.67 | 0.68 | 100,000 | 100,000 | 100,000 | 100,000 | 62,701 | 63,701 | 100.00% | 100.00% |
31/05/2023 | 2.59% | 0.51 | 0.52 | 100,000 | 100,000 | 63,965 | 63,965 | 40,896 | 41,896 | 96.95% | 96.95% |
30/05/2023 | 1.72% | 0.62 | 0.64 | 50,000 | 50,000 | 95,285 | 95,285 | 60,199 | 61,199 | 98.03% | 98.03% |