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 | 4.57% | 0.21 | 0.22 | 1,000,000 | 25,000 | 1,000,000 | 25,000 | 214,104 | 5,603 | 100.00% | 100.00% |
19/09/2024 | 4.85% | 0.20 | 0.21 | 1,000,000 | 25,000 | 1,000,000 | 25,000 | 201,366 | 5,284 | 99.24% | 99.24% |
18/09/2024 | 5.26% | 0.19 | 0.20 | 1,000,000 | 25,000 | 1,000,000 | 25,000 | 185,263 | 4,882 | 99.27% | 99.27% |
12/09/2024 | 5.73% | 0.18 | 0.19 | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 169,705 | 8,985 | 99.28% | 99.28% |
11/09/2024 | 5.87% | 0.16 | 0.17 | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 165,536 | 8,777 | 99.26% | 99.26% |
10/09/2024 | 5.66% | 0.17 | 0.18 | 450,000 | 50,000 | 450,000 | 50,000 | 77,333 | 9,093 | 99.16% | 99.16% |
09/09/2024 | 5.61% | 0.17 | 0.18 | 450,000 | 50,000 | 450,000 | 50,000 | 78,096 | 9,177 | 99.27% | 99.27% |
06/09/2024 | 5.74% | 0.17 | 0.18 | 450,000 | 50,000 | 450,000 | 50,000 | 76,118 | 8,958 | 99.27% | 99.27% |
05/09/2024 | 5.69% | 0.17 | 0.18 | 450,000 | 50,000 | 450,000 | 50,000 | 76,914 | 9,046 | 99.27% | 99.27% |