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 | - | - |
24/10/2024 | - | 0.04 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 14.87% |
23/10/2024 | 11.56% | 0.08 | 0.11 | 25,000 | 25,000 | 122,486 | 40,532 | 13,583 | 4,900 | 51.49% | 85.09% |
22/10/2024 | 3.62% | 0.29 | 0.30 | 162,104 | 50,000 | 163,332 | 50,000 | 44,388 | 14,090 | 100.00% | 100.00% |
21/10/2024 | 3.59% | 0.27 | 0.28 | 163,366 | 50,000 | 163,023 | 50,000 | 44,697 | 14,211 | 100.00% | 100.00% |
18/10/2024 | 3.38% | 0.29 | 0.30 | 161,618 | 50,000 | 161,751 | 50,000 | 47,011 | 15,033 | 96.89% | 96.89% |
17/10/2024 | 3.62% | 0.28 | 0.29 | 163,021 | 50,000 | 163,629 | 50,000 | 44,353 | 14,054 | 96.43% | 96.43% |
16/10/2024 | 4.30% | 0.27 | 0.28 | 163,739 | 50,000 | 167,576 | 50,000 | 38,256 | 11,923 | 99.24% | 99.24% |
15/10/2024 | 3.66% | 0.26 | 0.27 | 164,322 | 50,000 | 163,465 | 50,000 | 43,939 | 13,943 | 100.00% | 100.00% |
14/10/2024 | 3.72% | 0.28 | 0.29 | 162,981 | 50,000 | 163,635 | 50,000 | 43,218 | 13,709 | 100.00% | 100.00% |