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 | - | - |
29/08/2023 | - | 0.04 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
28/08/2023 | 18.18% | 0.04 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 | 3,000 | 41.65% | 94.79% |
25/08/2023 | 21.88% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 20,419 | 2,542 | 100.00% | 100.00% |
24/08/2023 | 18.96% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 24,035 | 2,904 | 99.95% | 99.95% |
23/08/2023 | 18.54% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 24,558 | 2,956 | 94.79% | 94.79% |
22/08/2023 | 18.18% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 | 3,000 | 100.00% | 100.00% |
21/08/2023 | 16.61% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 27,803 | 3,280 | 100.00% | 100.00% |
18/08/2023 | 18.03% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 25,280 | 3,028 | 100.00% | 100.00% |
17/08/2023 | 13.52% | 0.07 | 0.08 | 500,000 | 50,000 | 500,000 | 50,000 | 34,534 | 3,953 | 84.44% | 84.44% |