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 | 8.06% | 0.09 | 0.10 | 300,000 | 100,000 | 304,579 | 101,526 | 37,121 | 13,389 | 99.81% | 99.81% |
20/06/2024 | 7.14% | 0.16 | 0.17 | 450,000 | 150,000 | 450,000 | 150,000 | 61,109 | 21,870 | 99.57% | 99.57% |
19/06/2024 | 10.04% | 0.09 | 0.10 | 450,000 | 150,000 | 450,000 | 150,000 | 42,818 | 15,773 | 99.23% | 99.23% |
18/06/2024 | 8.45% | 0.12 | 0.13 | 450,000 | 150,000 | 502,650 | 167,550 | 56,867 | 20,631 | 99.56% | 99.56% |
17/06/2024 | 10.00% | 0.10 | 0.11 | 600,000 | 200,000 | 682,677 | 227,559 | 65,112 | 23,979 | 99.44% | 99.44% |
14/06/2024 | 9.90% | 0.08 | 0.09 | 900,000 | 300,000 | 757,841 | 252,614 | 73,316 | 26,965 | 99.73% | 99.73% |
13/06/2024 | 3.37% | 0.17 | 0.18 | 450,000 | 150,000 | 396,674 | 132,225 | 116,665 | 40,210 | 99.51% | 99.51% |
12/06/2024 | 2.79% | 0.38 | 0.39 | 300,000 | 100,000 | 357,563 | 119,188 | 125,937 | 43,171 | 99.74% | 99.74% |
11/06/2024 | 2.88% | 0.31 | 0.32 | 450,000 | 150,000 | 393,263 | 131,088 | 133,779 | 45,904 | 99.35% | 99.35% |