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 | - | - |
20/11/2024 | 0.68% | 19.74 | 19.90 | 10,000 | 5,000 | 10,000 | 5,000 | 197,531 | 99,439 | 11.58% | 11.65% |
19/11/2024 | 0.77% | 17.29 | 17.42 | 10,000 | 5,000 | 10,000 | 5,000 | 169,890 | 85,602 | 100.00% | 100.00% |
18/11/2024 | 0.76% | 17.66 | 17.79 | 10,000 | 5,000 | 10,000 | 5,000 | 173,289 | 87,309 | 100.00% | 100.00% |
15/11/2024 | 0.76% | 17.54 | 17.68 | 10,000 | 5,000 | 10,000 | 5,000 | 179,461 | 90,418 | 100.00% | 100.00% |
14/11/2024 | 0.78% | 18.37 | 18.51 | 10,000 | 5,000 | 10,000 | 5,000 | 184,986 | 93,214 | 99.52% | 99.52% |
13/11/2024 | 0.74% | 18.97 | 19.11 | 10,000 | 5,000 | 10,000 | 4,944 | 191,501 | 95,387 | 99.32% | 99.32% |
12/11/2024 | 0.79% | 19.13 | 19.29 | 10,000 | 5,000 | 10,000 | 5,000 | 205,768 | 103,701 | 100.00% | 100.00% |
11/11/2024 | 0.69% | 21.88 | 22.03 | 10,000 | 5,000 | 10,000 | 5,000 | 219,154 | 110,334 | 100.00% | 100.00% |
08/11/2024 | 0.75% | 20.56 | 20.71 | 10,000 | 5,000 | 10,000 | 5,000 | 201,758 | 101,643 | 100.00% | 100.00% |