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 | - | - |
27/05/2024 | - | 0.01 | - | 215,042 | 0 | 0 | 0 | 0 | 0 | 0.00% | 5.53% |
24/05/2024 | 18.33% | 0.02 | 0.06 | 215,107 | 100,000 | 216,156 | 100,000 | 11,834 | 6,571 | 40.51% | 97.35% |
23/05/2024 | 13.71% | 0.05 | 0.06 | 216,026 | 100,000 | 217,428 | 100,000 | 17,678 | 9,186 | 95.26% | 95.26% |
22/05/2024 | 5.59% | 0.13 | 0.14 | 220,315 | 100,000 | 222,981 | 100,000 | 41,480 | 19,627 | 97.30% | 97.30% |
21/05/2024 | 4.26% | 0.21 | 0.22 | 223,470 | 100,000 | 218,527 | 100,000 | 50,265 | 24,016 | 100.00% | 100.00% |
17/05/2024 | 4.01% | 0.25 | 0.26 | 200,000 | 100,000 | 199,797 | 100,000 | 50,720 | 26,429 | 100.00% | 100.00% |
16/05/2024 | 4.81% | 0.23 | 0.24 | 220,000 | 100,000 | 221,101 | 100,000 | 44,968 | 21,337 | 99.25% | 99.25% |
15/05/2024 | 4.20% | 0.23 | 0.24 | 220,000 | 100,000 | 211,782 | 99,252 | 50,162 | 24,593 | 98.90% | 98.90% |
14/05/2024 | 4.75% | 0.24 | 0.25 | 210,000 | 100,000 | 220,645 | 100,000 | 45,530 | 21,660 | 100.00% | 100.00% |