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 | 1.15% | 86.51 % | 87.51 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'792 CAD | 87'792 CAD | 100.00% | 100.00% |
19.11.2024 | 1.15% | 86.56 % | 87.56 % | 100'000 | 200'000 | 100'000 | 166'162 | 86'429 CAD | 145'251 CAD | 97.67% | 97.68% |
18.11.2024 | 1.15% | 86.65 % | 87.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'604 CAD | 87'604 CAD | 100.00% | 100.00% |
15.11.2024 | 1.66% | 84.53 % | 87.53 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'762 CAD | 88'204 CAD | 100.00% | 100.00% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
13.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
12.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
11.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
08.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
07.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |