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 | - | 0.52 | - | 600,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/09/2024 | - | 0.54 | - | 600,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.43% |
18/09/2024 | - | 0.42 | - | 600,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.10% |
12/09/2024 | - | 0.44 | - | 600,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.66% |
11/09/2024 | 3.16% | 0.31 | 0.32 | 600,000 | 200,000 | 609,905 | 203,302 | 189,958 | 65,352 | 97.84% | 98.13% |
10/09/2024 | 4.04% | 0.24 | 0.25 | 750,000 | 250,000 | 750,000 | 250,000 | 181,875 | 63,125 | 95.69% | 95.69% |
09/09/2024 | 4.62% | 0.21 | 0.22 | 750,000 | 250,000 | 750,000 | 250,000 | 158,538 | 55,346 | 97.16% | 97.16% |
06/09/2024 | 4.03% | 0.19 | 0.20 | 750,000 | 250,000 | 750,000 | 250,000 | 183,346 | 63,615 | 94.12% | 94.12% |
05/09/2024 | 3.48% | 0.27 | 0.28 | 600,000 | 200,000 | 625,436 | 208,479 | 176,170 | 60,808 | 98.20% | 98.20% |