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 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 100.00% | 100.00% |
19/09/2024 | 140.89% | 0.01 | 0.02 | 1,000,000 | 500,000 | 999,956 | 500,000 | 2,488 | 6,244 | 98.42% | 98.42% |
18/09/2024 | 163.56% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,131 | 5,566 | 99.02% | 99.02% |
12/09/2024 | 41.18% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,501 | 14,751 | 97.83% | 97.83% |
11/09/2024 | 112.36% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,118 | 7,059 | 95.67% | 95.67% |
10/09/2024 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 97.06% | 97.06% |
09/09/2024 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 98.21% | 98.21% |
06/09/2024 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 97.09% | 97.09% |
05/09/2024 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 97.25% | 97.25% |