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 | - | - |
28/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/10/2024 | 1.96% | 0.79 | 0.81 | 25,000 | 25,000 | 25,000 | 25,000 | 19,597 | 19,985 | 29.28% | 29.32% |
23/10/2024 | 1.78% | 0.75 | 0.77 | 25,000 | 25,000 | 45,830 | 35,945 | 33,189 | 26,489 | 90.39% | 90.39% |
22/10/2024 | 1.77% | 0.55 | 0.56 | 100,000 | 50,000 | 92,202 | 50,000 | 51,581 | 28,488 | 100.00% | 100.00% |
21/10/2024 | 1.77% | 0.56 | 0.57 | 90,000 | 50,000 | 93,010 | 50,000 | 52,062 | 28,504 | 100.00% | 100.00% |
18/10/2024 | 1.82% | 0.54 | 0.55 | 100,000 | 50,000 | 99,268 | 50,000 | 53,931 | 27,671 | 100.00% | 100.00% |
17/10/2024 | 1.76% | 0.56 | 0.57 | 90,000 | 50,000 | 90,204 | 50,000 | 50,941 | 28,738 | 96.43% | 96.43% |
16/10/2024 | 1.64% | 0.57 | 0.58 | 90,000 | 50,000 | 88,412 | 50,000 | 53,431 | 30,740 | 99.24% | 99.24% |