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 | - | - |
10/07/2024 | - | 1.61 | - | 40,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
09/07/2024 | - | 1.62 | - | 40,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08/07/2024 | 1.72% | 1.59 | 1.61 | 40,000 | 7,500 | 40,000 | 7,500 | 62,570 | 11,935 | 45.03% | 99.80% |
05/07/2024 | 1.70% | 1.56 | 1.59 | 40,000 | 7,500 | 40,000 | 7,500 | 62,063 | 11,837 | 98.81% | 98.81% |
04/07/2024 | 1.79% | 1.52 | 1.55 | 40,000 | 7,500 | 40,000 | 7,500 | 60,067 | 11,466 | 100.00% | 100.00% |
03/07/2024 | 1.88% | 1.37 | 1.40 | 40,000 | 7,500 | 40,000 | 7,500 | 54,954 | 10,499 | 99.73% | 99.73% |
02/07/2024 | 2.00% | 1.34 | 1.37 | 40,000 | 7,500 | 40,000 | 7,500 | 53,154 | 10,168 | 100.00% | 100.00% |
01/07/2024 | 2.61% | 1.33 | 1.37 | 3,750 | 3,750 | 3,750 | 3,750 | 5,031 | 5,164 | 91.26% | 91.26% |
28/06/2024 | 1.93% | 1.36 | 1.39 | 40,000 | 7,500 | 40,000 | 7,500 | 54,346 | 10,389 | 97.94% | 97.94% |