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 | - | - |
30/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/10/2024 | 1.67% | 1.25 | 1.27 | 75,000 | 75,000 | 75,000 | 75,000 | 93,908 | 95,493 | 9.55% | 9.58% |
28/10/2024 | 1.78% | 1.18 | 1.20 | 75,000 | 75,000 | 75,000 | 75,000 | 86,531 | 88,089 | 100.00% | 100.00% |
25/10/2024 | 1.80% | 1.13 | 1.15 | 50,000 | 50,000 | 50,000 | 50,000 | 57,826 | 58,878 | 99.12% | 99.12% |
24/10/2024 | 1.76% | 1.20 | 1.22 | 75,000 | 75,000 | 74,733 | 74,466 | 86,513 | 87,732 | 99.59% | 99.59% |
23/10/2024 | 1.84% | 1.10 | 1.13 | 75,000 | 75,000 | 75,000 | 75,000 | 82,964 | 84,505 | 100.00% | 100.00% |
22/10/2024 | 1.86% | 1.12 | 1.14 | 75,000 | 75,000 | 75,000 | 75,000 | 83,332 | 84,896 | 99.32% | 99.32% |
21/10/2024 | 1.69% | 1.19 | 1.21 | 50,000 | 50,000 | 50,000 | 50,000 | 60,737 | 61,772 | 100.00% | 100.00% |
18/10/2024 | 1.66% | 1.26 | 1.28 | 50,000 | 50,000 | 50,000 | 50,000 | 62,215 | 63,258 | 99.69% | 99.69% |