在阅读@Zwenn的评论之后，我编写了以下代码，并将值带到工作表中。

'THIS PUBLIC FUNCTION IN A MODULE
--------------------------------------------------------
Public Function fetch_prices(ByRef AM, ByRef PM, ByVal afterMonth As String) As String
   Dim c As Integer, a As Long, lb As Integer
   Dim URL() As Variant    ', fileSaveTo() As Variant
   
   'change the files path to any valid local path
   'fileSaveTo = Array(".\AM_PRICES.TXT", ".\PM_PRISES.TXT")
   URL = Array("https://prices.lbma.org.uk/json/gold_am.json?r=84419867", _
                      "https://prices.lbma.org.uk/json/gold_pm.json?r=796011502")
   lb = LBound(URL)
                      
    With CreateObject("msxml2.xmlhttp")
       For c = lb To UBound(URL)
         .Open "GET", URL(c), False
         .send
            'Call WriteToTextFile(fileSaveTo(c), .responseText)
         a = InStrRev(.responseText, afterMonth)
         If a > 0 Then
            If (c = lb) Then
               AM = Mid(.responseText, a)
            Else
               PM = Mid(.responseText, a)
            End If
         End If
      Next
   End With
End Function

'THE PRIVATE SUBs IN THE SHEET MODULE
----------------------------------------------------
Private Sub get_prices(afterTheMont As String)
   Const d = """d"""
   Dim AM As String, PM As String, pa As Long, lb As Long, rb As Long, rowId As Long, cc As Long
   Dim dt As String, values As Variant
   Call fetch_prices(AM, PM, afterTheMont)
   pa = 1: rowId = 3
   
  

    Do
      rowId = rowId + 1
      pa = InStr(pa + 1, AM, d)
      If (pa <= 0) Then Exit Do
      dt = Mid(AM, pa + 5, 10)
      Me.Cells(rowId, 1).Value2 = dt
      lb = InStr(pa, AM, "[")
      If lb > 0 Then
         rb = InStr(pa, AM, "]")
         If rb > 0 Then
            values = Split(Mid(AM, lb + 1, rb - lb - 1), ",")
            For cc = LBound(values) To UBound(values)
               Me.Cells(rowId, cc + 2).Value2 = values(cc)
            Next
         End If
      End If
   Loop
   
   rowId = 3
   Do
      rowId = rowId + 1
      pa = InStr(pa + 1, PM, d)
      If (pa <= 0) Then Exit Do
      dt = Mid(PM, pa + 5, 10)
      Me.Cells(rowId, 5).Value2 = dt
      lb = InStr(pa, PM, "[")
      If lb > 0 Then
         rb = InStr(pa, PM, "]")
         If rb > 0 Then
            values = Split(Mid(PM, lb + 1, rb - lb - 1), ",")
            For cc = LBound(values) To UBound(values)
               Me.Cells(rowId, cc + 6).Value2 = values(cc)
            Next
         End If
      End If
   Loop

   
End Sub

'usage via command button click event
Private Sub CommandButton1_Click()
   'it means show in sheet the prices from the first day exist data of the next month
   Call get_prices("2023-04")
End Sub