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 | 0.30% | 3.27 | 3.28 | 25,000 | 25,000 | 25,000 | 25,000 | 82,034 | 82,284 | 95.05% | 95.05% |
19/09/2024 | 0.31% | 3.25 | 3.26 | 25,000 | 25,000 | 25,000 | 25,000 | 79,549 | 79,799 | 99.51% | 99.51% |
18/09/2024 | 0.33% | 3.02 | 3.03 | 25,000 | 25,000 | 25,000 | 25,000 | 76,251 | 76,501 | 100.00% | 100.00% |
12/09/2024 | 0.35% | 2.90 | 2.91 | 25,000 | 25,000 | 25,000 | 25,000 | 72,341 | 72,591 | 100.00% | 100.00% |
11/09/2024 | 0.35% | 2.79 | 2.80 | 25,000 | 25,000 | 25,000 | 25,000 | 70,532 | 70,782 | 100.00% | 100.00% |
10/09/2024 | 0.36% | 2.85 | 2.86 | 25,000 | 25,000 | 25,000 | 25,000 | 69,815 | 70,065 | 99.77% | 99.77% |
09/09/2024 | 0.36% | 2.78 | 2.79 | 25,000 | 25,000 | 25,000 | 25,000 | 69,135 | 69,385 | 99.70% | 99.70% |
06/09/2024 | 0.37% | 2.63 | 2.64 | 25,000 | 25,000 | 25,000 | 25,000 | 67,854 | 68,104 | 90.37% | 90.37% |
05/09/2024 | 0.36% | 2.74 | 2.75 | 25,000 | 25,000 | 25,000 | 25,000 | 69,618 | 69,868 | 99.80% | 99.80% |