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 | 10.52% | 0.09 | 0.10 | 600,000 | 200,000 | 600,000 | 200,000 | 54,015 | 20,005 | 20.77% | 100.00% |
19/09/2024 | 13.24% | 0.11 | 0.12 | 600,000 | 200,000 | 739,509 | 246,503 | 53,277 | 20,224 | 98.68% | 98.68% |
18/09/2024 | 18.69% | 0.04 | 0.05 | 1,000,000 | 400,000 | 973,371 | 373,371 | 47,421 | 21,901 | 99.08% | 99.08% |
12/09/2024 | 12.19% | 0.08 | 0.09 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 77,505 | 35,002 | 98.05% | 98.05% |
11/09/2024 | 27.65% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,604 | 20,802 | 95.70% | 95.70% |
10/09/2024 | 44.50% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,312 | 14,156 | 95.56% | 95.56% |
09/09/2024 | 65.71% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,357 | 10,179 | 98.62% | 98.62% |
06/09/2024 | 39.18% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,665 | 15,832 | 94.31% | 94.31% |
05/09/2024 | 23.75% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,588 | 23,794 | 98.44% | 98.44% |