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 | 63.65% | 0.01 | 0.02 | 500,000 | 75,000 | 500,000 | 75,000 | 5,566 | 1,585 | 29.30% | 29.34% |
23/10/2024 | 43.13% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 9,413 | 2,162 | 100.00% | 100.00% |
22/10/2024 | 41.87% | 0.02 | 0.03 | 500,000 | 75,000 | 314,431 | 59,954 | 6,289 | 1,825 | 100.00% | 100.00% |
21/10/2024 | 39.51% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 10,216 | 2,282 | 75.24% | 75.24% |
18/10/2024 | 32.51% | 0.03 | 0.04 | 500,000 | 75,000 | 500,000 | 75,000 | 13,279 | 2,742 | 100.00% | 100.00% |
17/10/2024 | 40.00% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 | 2,250 | 97.36% | 97.36% |
16/10/2024 | 100.85% | 0.01 | 0.03 | 500,000 | 25,000 | 500,000 | 23,499 | 5,650 | 783 | 86.89% | 88.55% |