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 | - | - |
23/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2024 | 0.98% | 102.20 | 103.20 | 500,000 | 500,000 | 93,735 | 93,735 | 95,797 | 96,735 | 86.08% | 99.46% |
18/10/2024 | 0.78% | 102.60 | 103.40 | 500,000 | 500,000 | 148,154 | 148,154 | 152,006 | 153,191 | 100.00% | 100.00% |
17/10/2024 | 0.78% | 102.60 | 103.40 | 500,000 | 500,000 | 147,744 | 147,744 | 151,585 | 152,769 | 100.00% | 100.00% |
16/10/2024 | 0.98% | 102.50 | 103.50 | 500,000 | 500,000 | 147,904 | 147,904 | 151,601 | 153,082 | 99.88% | 99.88% |
15/10/2024 | 0.97% | 102.50 | 103.50 | 500,000 | 500,000 | 148,171 | 148,171 | 151,875 | 153,357 | 100.00% | 100.00% |
14/10/2024 | 0.78% | 102.60 | 103.40 | 500,000 | 500,000 | 152,115 | 152,115 | 156,070 | 157,287 | 96.35% | 96.35% |
11/10/2024 | 0.78% | 102.60 | 103.40 | 500,000 | 500,000 | 148,197 | 148,197 | 152,050 | 153,236 | 100.00% | 100.00% |