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 | - | - |
04/11/2024 | 0.50% | 99.80 | 100.30 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,000 | 501,500 | 81.44% | 81.44% |
01/11/2024 | 0.50% | 99.85 | 100.35 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,500 | 501,750 | 87.18% | 87.18% |
31/10/2024 | 0.50% | 99.85 | 100.35 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,500 | 501,750 | 94.08% | 94.08% |
30/10/2024 | 0.50% | 100.50 | 101.00 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,000 | 505,000 | 96.33% | 96.33% |
29/10/2024 | 0.50% | 100.50 | 101.00 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,000 | 505,000 | 97.76% | 97.76% |
28/10/2024 | 0.50% | 100.55 | 101.05 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,500 | 505,250 | 90.72% | 90.72% |
25/10/2024 | 0.50% | 100.60 | 101.10 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,000 | 505,500 | 86.82% | 86.82% |
24/10/2024 | 0.50% | 99.90 | 100.40 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 | 502,000 | 90.42% | 90.42% |
23/10/2024 | 0.50% | 99.95 | 100.45 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,500 | 502,250 | 88.22% | 88.22% |