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 | - | - |
21/10/2024 | 1.95% | 106.40 | 108.50 | 50,000 | 10,000 | 49,984 | 9,997 | 53,183 | 10,847 | 100.00% | 100.00% |
18/10/2024 | 1.44% | 106.10 | 106.90 | 500,000 | 100,000 | 147,361 | 29,472 | 156,654 | 31,639 | 100.00% | 100.00% |
17/10/2024 | 1.57% | 106.40 | 107.20 | 500,000 | 100,000 | 138,240 | 27,652 | 146,880 | 29,666 | 99.66% | 99.66% |
16/10/2024 | 1.62% | 106.40 | 107.40 | 500,000 | 100,000 | 148,310 | 29,662 | 157,802 | 31,931 | 100.00% | 100.00% |
15/10/2024 | 1.62% | 106.30 | 107.30 | 500,000 | 100,000 | 148,220 | 29,644 | 157,558 | 31,882 | 100.00% | 100.00% |
14/10/2024 | 1.42% | 106.40 | 107.20 | 500,000 | 100,000 | 151,511 | 30,302 | 161,207 | 32,556 | 96.76% | 96.76% |
11/10/2024 | 1.49% | 105.90 | 106.70 | 500,000 | 100,000 | 144,951 | 28,990 | 153,410 | 30,984 | 100.00% | 100.00% |
10/10/2024 | 1.63% | 105.60 | 106.60 | 500,000 | 100,000 | 148,089 | 29,618 | 156,440 | 31,658 | 100.00% | 100.00% |
09/10/2024 | 1.62% | 105.90 | 106.90 | 500,000 | 100,000 | 148,455 | 29,691 | 157,204 | 31,811 | 99.66% | 99.66% |