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 | - | - |
30/10/2023 | 0.84% | 2,857.61 | 2,881.61 | 500 | 500 | 500 | 500 | 1,428,890 | 1,440,890 | 100.00% | 100.00% |
27/10/2023 | 0.84% | 2,834.45 | 2,858.45 | 500 | 500 | 500 | 500 | 1,419,500 | 1,431,500 | 100.00% | 100.00% |
26/10/2023 | 0.85% | 2,819.19 | 2,843.19 | 500 | 500 | 500 | 500 | 1,408,740 | 1,420,740 | 100.00% | 100.00% |
25/10/2023 | 0.83% | 2,877.28 | 2,901.28 | 500 | 500 | 500 | 500 | 1,442,870 | 1,454,870 | 97.99% | 97.99% |
24/10/2023 | 0.83% | 2,918.03 | 2,942.03 | 500 | 500 | 500 | 500 | 1,446,800 | 1,458,800 | 100.00% | 100.00% |
23/10/2023 | 0.84% | 2,870.45 | 2,894.45 | 500 | 500 | 500 | 500 | 1,426,630 | 1,438,630 | 100.00% | 100.00% |
20/10/2023 | 0.82% | 2,875.03 | 2,899.03 | 500 | 500 | 500 | 500 | 1,450,550 | 1,462,550 | 100.00% | 100.00% |
19/10/2023 | 0.81% | 2,936.56 | 2,960.56 | 500 | 500 | 500 | 500 | 1,467,760 | 1,479,760 | 100.00% | 100.00% |
18/10/2023 | 0.81% | 2,955.89 | 2,979.89 | 500 | 500 | 500 | 500 | 1,483,370 | 1,495,370 | 100.00% | 100.00% |