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 | - | 0.25 | 0.26 | 200,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
08/06/2023 | 2.57% | 0.29 | 0.30 | 180,000 | 100,000 | 135,374 | 100,000 | 52,013 | 40,651 | 99.90% | 99.90% |
07/06/2023 | 2.12% | 0.43 | 0.44 | 120,000 | 100,000 | 112,186 | 100,000 | 52,462 | 47,950 | 99.44% | 99.44% |
06/06/2023 | 1.85% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 53,526 | 54,526 | 99.78% | 99.78% |
05/06/2023 | 1.64% | 0.55 | 0.56 | 100,000 | 100,000 | 100,000 | 100,000 | 60,669 | 61,669 | 100.00% | 100.00% |
02/06/2023 | 1.68% | 0.64 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 59,003 | 60,003 | 99.72% | 99.72% |
01/06/2023 | 1.83% | 0.58 | 0.59 | 100,000 | 100,000 | 101,311 | 100,000 | 54,989 | 55,366 | 100.00% | 100.00% |
31/05/2023 | 2.51% | 0.43 | 0.44 | 120,000 | 100,000 | 78,578 | 77,546 | 44,236 | 44,759 | 96.95% | 96.95% |