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 | - | - |
28/08/2024 | 5.21% | 0.18 | 0.19 | 600,000 | 250,000 | 600,000 | 250,000 | 112,233 | 49,264 | 20.64% | 61.38% |
27/08/2024 | 4.77% | 0.21 | 0.22 | 600,000 | 250,000 | 600,000 | 250,000 | 122,799 | 53,666 | 92.42% | 92.42% |
26/08/2024 | 4.32% | 0.23 | 0.24 | 600,000 | 250,000 | 600,000 | 250,000 | 135,920 | 59,133 | 85.42% | 85.42% |
23/08/2024 | 4.26% | 0.24 | 0.25 | 600,000 | 250,000 | 600,000 | 250,000 | 137,949 | 59,979 | 92.14% | 92.14% |
22/08/2024 | 3.93% | 0.24 | 0.25 | 600,000 | 250,000 | 600,000 | 250,000 | 149,653 | 64,856 | 88.18% | 88.18% |
21/08/2024 | 3.73% | 0.27 | 0.28 | 600,000 | 250,000 | 600,000 | 250,000 | 158,108 | 68,378 | 96.60% | 96.60% |
20/08/2024 | 3.97% | 0.25 | 0.26 | 600,000 | 250,000 | 600,000 | 250,000 | 148,455 | 64,356 | 94.08% | 94.08% |
19/08/2024 | 4.48% | 0.23 | 0.24 | 600,000 | 250,000 | 600,000 | 250,000 | 130,924 | 57,052 | 94.66% | 94.66% |
16/08/2024 | 3.78% | 0.24 | 0.25 | 600,000 | 250,000 | 600,000 | 250,000 | 156,058 | 67,524 | 91.13% | 91.13% |