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 | 0.83% | 1.20 | 1.21 | 225,000 | 25,000 | 225,000 | 25,000 | 270,376 | 30,292 | 100.00% | 100.00% |
14/09/2023 | 0.89% | 1.16 | 1.17 | 225,000 | 25,000 | 225,000 | 25,000 | 253,106 | 28,373 | 100.00% | 100.00% |
13/09/2023 | 0.91% | 1.06 | 1.07 | 225,000 | 25,000 | 225,000 | 25,000 | 245,579 | 27,537 | 100.00% | 100.00% |
12/09/2023 | 0.82% | 1.18 | 1.19 | 225,000 | 25,000 | 225,000 | 25,000 | 271,682 | 30,437 | 100.00% | 100.00% |
11/09/2023 | 0.84% | 1.22 | 1.23 | 225,000 | 25,000 | 225,000 | 25,000 | 268,308 | 30,062 | 100.00% | 100.00% |
08/09/2023 | 0.83% | 1.19 | 1.20 | 225,000 | 25,000 | 225,000 | 25,000 | 270,437 | 30,299 | 99.90% | 99.90% |
07/09/2023 | 0.85% | 1.24 | 1.25 | 225,000 | 25,000 | 225,000 | 25,000 | 262,908 | 29,462 | 100.00% | 100.00% |
06/09/2023 | 1.03% | 1.04 | 1.05 | 225,000 | 25,000 | 225,000 | 25,000 | 217,495 | 24,416 | 99.98% | 99.98% |
05/09/2023 | 1.05% | 0.92 | 0.93 | 225,000 | 25,000 | 225,000 | 25,000 | 214,174 | 24,047 | 100.00% | 100.00% |