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 | - | - |
03/10/2024 | 0.46% | 107.74 | 108.24 | 500,000 | 500,000 | 500,000 | 500,000 | 538,700 | 541,200 | 100.00% | 100.00% |
02/10/2024 | 0.46% | 107.73 | 108.23 | 500,000 | 500,000 | 500,000 | 500,000 | 538,650 | 541,150 | 100.00% | 100.00% |
01/10/2024 | 0.46% | 107.72 | 108.22 | 1,000,000 | 500,000 | 794,426 | 500,000 | 855,756 | 541,100 | 100.00% | 100.00% |
30/09/2024 | 0.46% | 107.72 | 108.22 | 500,000 | 500,000 | 500,000 | 500,000 | 538,600 | 541,100 | 100.00% | 100.00% |
27/09/2024 | 0.46% | 107.72 | 108.22 | 500,000 | 500,000 | 500,000 | 500,000 | 538,600 | 541,100 | 89.12% | 89.12% |
26/09/2024 | 0.46% | 107.71 | 108.21 | 500,000 | 500,000 | 500,000 | 500,000 | 538,554 | 541,054 | 87.27% | 87.27% |
25/09/2024 | 0.46% | 107.71 | 108.21 | 500,000 | 500,000 | 500,000 | 500,000 | 538,550 | 541,050 | 99.14% | 99.14% |
24/09/2024 | 0.46% | 107.71 | 108.21 | 500,000 | 500,000 | 500,000 | 500,000 | 538,550 | 541,050 | 99.70% | 99.70% |
23/09/2024 | 0.46% | 107.70 | 108.20 | 500,000 | 500,000 | 500,000 | 500,000 | 538,500 | 541,000 | 100.00% | 100.00% |