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 | - | - |
25/10/2024 | 0.74% | 84.10 | 84.75 | 5,000 | 5,000 | 5,000 | 5,000 | 420,313 | 423,455 | 25.74% | 25.74% |
24/10/2024 | 0.75% | 84.35 | 85.00 | 5,000 | 5,000 | 5,000 | 5,000 | 424,522 | 427,707 | 99.14% | 99.14% |
23/10/2024 | 0.75% | 84.95 | 85.60 | 5,000 | 5,000 | 5,000 | 5,000 | 426,716 | 429,925 | 30.76% | 30.76% |
22/10/2024 | 0.76% | 85.55 | 86.20 | 5,000 | 5,000 | 5,000 | 5,000 | 428,089 | 431,339 | 3.34% | 3.34% |
21/10/2024 | 0.75% | 85.80 | 86.45 | 5,000 | 5,000 | 5,000 | 5,000 | 427,992 | 431,222 | 97.70% | 97.70% |
18/10/2024 | 0.75% | 85.70 | 86.35 | 5,000 | 5,000 | 5,000 | 5,000 | 427,148 | 430,359 | 85.97% | 85.97% |
17/10/2024 | 1.03% | 85.60 | 86.25 | 5,000 | 5,000 | 3,627 | 3,627 | 304,966 | 307,858 | 17.66% | 17.66% |
16/10/2024 | 0.75% | 83.75 | 84.40 | 5,000 | 5,000 | 5,000 | 5,000 | 417,678 | 420,824 | 59.82% | 59.82% |
15/10/2024 | 0.75% | 83.50 | 84.15 | 5,000 | 5,000 | 5,000 | 5,000 | 418,338 | 421,486 | 34.58% | 34.58% |