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 | - | - |
28/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/10/2024 | 1.62% | 0.51 | 0.53 | 100,000 | 50,000 | 88,329 | 50,000 | 54,134 | 31,172 | 11.63% | 68.83% |
23/10/2024 | 1.52% | 0.69 | 0.70 | 80,000 | 50,000 | 80,640 | 50,000 | 52,803 | 33,264 | 98.67% | 98.67% |
22/10/2024 | 1.41% | 0.69 | 0.70 | 80,000 | 50,000 | 78,868 | 50,000 | 55,338 | 35,597 | 99.55% | 99.55% |
21/10/2024 | 1.44% | 0.70 | 0.71 | 80,000 | 50,000 | 80,000 | 50,000 | 55,052 | 34,907 | 99.54% | 99.54% |
18/10/2024 | 1.59% | 0.68 | 0.69 | 80,000 | 50,000 | 86,200 | 50,000 | 53,701 | 31,695 | 98.00% | 98.00% |
17/10/2024 | 1.39% | 0.75 | 0.76 | 70,000 | 50,000 | 75,870 | 50,000 | 54,026 | 36,143 | 98.41% | 98.41% |
16/10/2024 | 1.41% | 0.69 | 0.70 | 80,000 | 50,000 | 79,092 | 50,000 | 55,756 | 35,757 | 99.47% | 99.47% |