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 | - | - |
14/11/2024 | 9.61% | 0.08 | 0.10 | 500,000 | 100,000 | 483,266 | 100,000 | 48,074 | 10,983 | 27.65% | 27.76% |
13/11/2024 | 6.32% | 0.15 | 0.16 | 340,000 | 100,000 | 321,716 | 99,582 | 50,773 | 16,769 | 93.27% | 93.27% |
12/11/2024 | 5.70% | 0.17 | 0.18 | 300,000 | 100,000 | 298,811 | 100,000 | 50,879 | 18,060 | 99.99% | 99.99% |
11/11/2024 | 4.99% | 0.19 | 0.20 | 270,000 | 100,000 | 258,993 | 100,000 | 50,610 | 20,569 | 99.99% | 99.99% |
08/11/2024 | 3.61% | 0.25 | 0.26 | 200,000 | 100,000 | 188,876 | 100,000 | 51,300 | 28,211 | 100.00% | 100.00% |
07/11/2024 | 4.08% | 0.27 | 0.28 | 190,000 | 100,000 | 205,343 | 99,697 | 50,449 | 25,597 | 99.99% | 99.99% |
06/11/2024 | 4.03% | 0.24 | 0.25 | 210,000 | 100,000 | 208,538 | 100,000 | 50,679 | 25,342 | 99.99% | 99.99% |
05/11/2024 | 2.65% | 0.36 | 0.37 | 140,000 | 100,000 | 140,060 | 100,000 | 52,169 | 38,249 | 100.00% | 100.00% |
04/11/2024 | 2.68% | 0.37 | 0.38 | 140,000 | 100,000 | 140,677 | 100,000 | 51,837 | 37,859 | 99.70% | 99.70% |