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 | 66.67% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 165,739 | 10,000 | 3,315 | 100.00% | 100.00% |
19/09/2024 | 50.59% | 0.03 | 0.04 | 1,000,000 | 75,000 | 1,000,000 | 114,189 | 17,662 | 2,889 | 99.34% | 99.34% |
18/09/2024 | 63.11% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 183,677 | 11,334 | 3,874 | 99.38% | 99.38% |
12/09/2024 | 19.94% | 0.03 | 0.04 | 1,000,000 | 100,000 | 1,000,000 | 82,380 | 46,785 | 4,607 | 84.55% | 84.55% |
11/09/2024 | 21.78% | 0.05 | 0.06 | 1,000,000 | 75,000 | 1,000,000 | 95,451 | 41,967 | 4,899 | 96.19% | 96.19% |
10/09/2024 | 28.87% | 0.03 | 0.04 | 1,000,000 | 150,000 | 1,000,000 | 125,167 | 30,541 | 4,997 | 99.38% | 99.38% |
09/09/2024 | 22.25% | 0.04 | 0.05 | 1,000,000 | 100,000 | 1,000,000 | 99,478 | 40,146 | 4,978 | 99.37% | 99.37% |
06/09/2024 | 17.67% | 0.05 | 0.06 | 1,000,000 | 100,000 | 1,000,000 | 82,992 | 51,857 | 5,119 | 98.81% | 98.81% |
05/09/2024 | 11.73% | 0.06 | 0.07 | 1,000,000 | 75,000 | 1,000,000 | 75,000 | 81,579 | 6,868 | 99.35% | 99.35% |