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 | - | 0.26 | - | 600,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/09/2024 | - | 0.28 | - | 600,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.42% |
18/09/2024 | 5.48% | 0.17 | 0.18 | 600,000 | 200,000 | 600,000 | 200,000 | 106,739 | 37,580 | 98.56% | 98.56% |
12/09/2024 | 5.10% | 0.20 | 0.21 | 750,000 | 250,000 | 750,000 | 250,000 | 143,542 | 50,347 | 99.19% | 99.19% |
11/09/2024 | 9.24% | 0.10 | 0.11 | 1,000,000 | 400,000 | 945,122 | 345,122 | 98,101 | 39,128 | 98.63% | 98.63% |
10/09/2024 | 14.07% | 0.07 | 0.08 | 1,000,000 | 400,000 | 1,000,000 | 405,569 | 66,537 | 31,005 | 95.85% | 95.85% |
09/09/2024 | 16.86% | 0.05 | 0.06 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,743 | 32,371 | 98.46% | 98.46% |
06/09/2024 | 12.61% | 0.05 | 0.06 | 1,000,000 | 500,000 | 1,000,000 | 415,863 | 76,000 | 35,426 | 96.70% | 96.70% |
05/09/2024 | 9.35% | 0.10 | 0.11 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,475 | 44,990 | 97.35% | 97.35% |