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 | - | - |
21/06/2024 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 100.00% | 100.00% |
20/06/2024 | 38.15% | 0.02 | 0.03 | 750,000 | 250,000 | 880,733 | 300,813 | 19,110 | 9,506 | 99.18% | 99.18% |
19/06/2024 | 30.80% | 0.02 | 0.03 | 1,000,000 | 400,000 | 901,802 | 328,078 | 26,274 | 12,611 | 98.42% | 98.42% |
18/06/2024 | 8.57% | 0.10 | 0.11 | 600,000 | 200,000 | 600,000 | 200,000 | 68,673 | 24,891 | 98.71% | 98.71% |
17/06/2024 | 5.52% | 0.14 | 0.15 | 600,000 | 200,000 | 599,741 | 199,914 | 107,700 | 37,899 | 98.76% | 98.76% |
14/06/2024 | 4.76% | 0.17 | 0.18 | 600,000 | 200,000 | 571,418 | 190,473 | 117,733 | 41,149 | 98.15% | 98.15% |
13/06/2024 | 3.07% | 0.29 | 0.30 | 450,000 | 150,000 | 450,000 | 150,000 | 145,137 | 49,879 | 98.86% | 98.86% |
12/06/2024 | 3.29% | 0.35 | 0.36 | 450,000 | 150,000 | 450,000 | 150,000 | 135,777 | 46,759 | 98.91% | 98.91% |
11/06/2024 | 3.66% | 0.28 | 0.29 | 450,000 | 150,000 | 565,348 | 188,449 | 151,498 | 52,384 | 98.94% | 98.94% |