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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.13% | 87.28 % | 88.28 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'762 CAD | 8'862 CAD | 100.00% | 100.00% |
19.11.2024 | 1.14% | 87.19 % | 88.19 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'724 CAD | 8'824 CAD | 55.30% | 55.30% |
18.11.2024 | 1.13% | 88.13 % | 89.13 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'779 CAD | 8'879 CAD | 100.00% | 100.00% |
15.11.2024 | 1.13% | 87.93 % | 88.93 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'825 CAD | 8'925 CAD | 100.00% | 100.00% |
14.11.2024 | 1.12% | 88.87 % | 89.87 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'842 CAD | 8'942 CAD | 100.00% | 100.00% |
13.11.2024 | 1.14% | 87.11 % | 88.11 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'717 CAD | 8'817 CAD | 100.00% | 100.00% |
12.11.2024 | 1.14% | 87.05 % | 88.05 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'752 CAD | 8'852 CAD | 100.00% | 100.00% |
11.11.2024 | 1.13% | 87.50 % | 88.50 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'763 CAD | 8'863 CAD | 99.86% | 99.86% |
08.11.2024 | 1.13% | 87.57 % | 88.57 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'789 CAD | 8'889 CAD | 97.13% | 97.13% |
07.11.2024 | 1.12% | 88.89 % | 89.89 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'875 CAD | 8'975 CAD | 100.00% | 100.00% |