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 | - | - |
20/12/2024 | 1.99% | 0.49 | 0.50 | 60,000 | 60,000 | 59,899 | 59,899 | 29,772 | 30,371 | 100.00% | 100.00% |
19/12/2024 | 2.16% | 0.51 | 0.53 | 200,000 | 200,000 | 90,674 | 90,674 | 48,535 | 49,695 | 86.44% | 86.44% |
18/12/2024 | 1.02% | 1.07 | 1.08 | 310,000 | 310,000 | 107,485 | 107,485 | 111,923 | 113,054 | 98.80% | 98.80% |
17/12/2024 | 1.44% | 1.00 | 1.01 | 310,000 | 310,000 | 92,786 | 92,786 | 94,015 | 95,220 | 97.04% | 97.04% |
16/12/2024 | 1.08% | 0.99 | 1.00 | 320,000 | 320,000 | 113,874 | 113,874 | 110,981 | 112,123 | 97.11% | 97.11% |
13/12/2024 | 1.24% | 0.82 | 0.83 | 340,000 | 340,000 | 123,092 | 123,092 | 101,828 | 103,063 | 97.38% | 97.38% |
12/12/2024 | 1.23% | 0.79 | 0.80 | 350,000 | 350,000 | 121,925 | 121,925 | 100,398 | 101,623 | 99.20% | 99.20% |
11/12/2024 | 1.32% | 0.81 | 0.82 | 340,000 | 340,000 | 129,792 | 129,792 | 102,923 | 104,230 | 98.96% | 98.96% |
10/12/2024 | 1.17% | 0.80 | 0.81 | 350,000 | 350,000 | 113,301 | 113,301 | 96,620 | 97,758 | 98.05% | 98.05% |