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 | 1.79% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 55,244 | 56,244 | 95.07% | 95.07% |
19/09/2024 | 2.07% | 0.53 | 0.54 | 100,000 | 100,000 | 120,053 | 120,051 | 57,240 | 58,439 | 99.53% | 99.53% |
18/09/2024 | 2.22% | 0.48 | 0.49 | 125,000 | 125,000 | 125,842 | 125,842 | 56,079 | 57,338 | 100.00% | 100.00% |
12/09/2024 | 3.26% | 0.30 | 0.31 | 175,000 | 175,000 | 176,774 | 176,774 | 53,426 | 55,194 | 100.00% | 100.00% |
11/09/2024 | 3.57% | 0.27 | 0.28 | 175,000 | 175,000 | 193,907 | 193,907 | 53,405 | 55,344 | 100.00% | 100.00% |
10/09/2024 | 4.31% | 0.22 | 0.23 | 250,000 | 250,000 | 233,910 | 233,909 | 53,058 | 55,397 | 99.75% | 99.75% |
09/09/2024 | 4.12% | 0.23 | 0.24 | 225,000 | 225,000 | 220,420 | 220,422 | 52,452 | 54,657 | 99.63% | 99.63% |
06/09/2024 | 3.61% | 0.27 | 0.28 | 200,000 | 200,000 | 192,604 | 192,602 | 52,411 | 54,336 | 90.82% | 90.82% |
05/09/2024 | 3.64% | 0.28 | 0.29 | 200,000 | 200,000 | 199,049 | 199,048 | 53,698 | 55,688 | 99.54% | 99.54% |