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 | - | - |
05/11/2024 | - | - | 0.03 | 0 | 75,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
04/11/2024 | 100.00% | 0.01 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 | 2,250 | 0.13% | 38.93% |
01/11/2024 | 100.00% | 0.01 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 | 2,250 | 90.48% | 98.88% |
31/10/2024 | 100.00% | 0.01 | 0.03 | 500,000 | 75,000 | 499,158 | 74,932 | 4,992 | 2,248 | 98.58% | 98.58% |
30/10/2024 | 44.39% | 0.01 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 9,634 | 2,250 | 91.84% | 91.84% |
29/10/2024 | 34.14% | 0.02 | 0.03 | 500,000 | 75,000 | 485,764 | 73,846 | 12,408 | 2,640 | 100.00% | 100.00% |
28/10/2024 | 37.45% | 0.03 | 0.04 | 500,000 | 75,000 | 500,000 | 75,000 | 11,117 | 2,417 | 100.00% | 100.00% |
25/10/2024 | 35.76% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 11,854 | 2,528 | 99.12% | 99.12% |
24/10/2024 | 34.27% | 0.03 | 0.04 | 500,000 | 75,000 | 500,000 | 74,465 | 12,632 | 2,631 | 99.60% | 99.60% |