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 | - | - |
20/09/2024 | 7.74% | 0.11 | 0.12 | 450,000 | 150,000 | 450,000 | 150,000 | 56,073 | 20,191 | 100.00% | 100.00% |
19/09/2024 | 6.39% | 0.16 | 0.17 | 450,000 | 150,000 | 450,000 | 150,000 | 68,401 | 24,300 | 99.59% | 99.59% |
18/09/2024 | 11.30% | 0.08 | 0.09 | 600,000 | 200,000 | 533,212 | 177,737 | 44,428 | 16,587 | 99.05% | 99.05% |
12/09/2024 | 11.29% | 0.08 | 0.09 | 600,000 | 200,000 | 633,053 | 211,018 | 53,098 | 19,810 | 99.33% | 99.33% |
11/09/2024 | 13.91% | 0.07 | 0.08 | 750,000 | 250,000 | 764,354 | 254,785 | 51,475 | 19,706 | 99.42% | 99.42% |
10/09/2024 | 11.81% | 0.06 | 0.07 | 750,000 | 250,000 | 723,973 | 241,324 | 58,313 | 21,851 | 99.40% | 99.40% |
09/09/2024 | 11.28% | 0.10 | 0.11 | 600,000 | 200,000 | 728,024 | 242,675 | 60,988 | 22,756 | 99.34% | 99.34% |
06/09/2024 | 11.86% | 0.07 | 0.08 | 750,000 | 250,000 | 750,000 | 250,000 | 59,713 | 22,404 | 98.75% | 98.75% |
05/09/2024 | 9.64% | 0.11 | 0.12 | 600,000 | 200,000 | 619,970 | 206,657 | 61,289 | 22,496 | 99.59% | 99.59% |