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 | - | - |
25/07/2024 | 29.48% | 0.01 | 0.07 | 37,500 | 37,500 | 37,500 | 37,500 | 2,202 | 2,957 | 2.45% | 4.26% |
24/07/2024 | 19.25% | 0.06 | 0.08 | 37,500 | 37,500 | 37,500 | 37,500 | 3,860 | 4,610 | 98.54% | 98.54% |
23/07/2024 | 1.97% | 0.51 | 0.52 | 100,000 | 75,000 | 100,000 | 75,000 | 51,780 | 39,605 | 100.00% | 100.00% |
22/07/2024 | 1.92% | 0.52 | 0.53 | 100,000 | 75,000 | 98,562 | 75,000 | 52,836 | 41,023 | 99.43% | 99.43% |
19/07/2024 | 1.71% | 0.62 | 0.63 | 90,000 | 75,000 | 89,208 | 75,000 | 54,895 | 46,960 | 99.95% | 99.95% |
18/07/2024 | 1.67% | 0.59 | 0.60 | 90,000 | 75,000 | 89,993 | 75,000 | 53,611 | 45,430 | 100.00% | 100.00% |
17/07/2024 | 1.56% | 0.63 | 0.64 | 80,000 | 75,000 | 82,182 | 75,000 | 52,353 | 48,571 | 100.00% | 100.00% |
16/07/2024 | 1.75% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 75,000 | 53,917 | 45,722 | 100.00% | 100.00% |
15/07/2024 | 1.85% | 0.61 | 0.62 | 90,000 | 75,000 | 90,277 | 75,000 | 51,651 | 43,716 | 98.73% | 98.73% |