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 | - | - |
20/09/2024 | 5.25% | 0.20 | 0.21 | 450,000 | 150,000 | 450,000 | 150,000 | 83,528 | 29,343 | 100.00% | 100.00% |
19/09/2024 | 6.10% | 0.15 | 0.16 | 450,000 | 150,000 | 450,000 | 150,000 | 71,685 | 25,395 | 99.54% | 99.54% |
18/09/2024 | 4.19% | 0.24 | 0.25 | 450,000 | 150,000 | 450,000 | 150,000 | 105,162 | 36,554 | 99.60% | 99.60% |
12/09/2024 | 3.66% | 0.27 | 0.28 | 450,000 | 150,000 | 450,000 | 150,000 | 120,788 | 41,763 | 99.54% | 99.54% |
11/09/2024 | 3.27% | 0.30 | 0.31 | 450,000 | 150,000 | 450,000 | 150,000 | 135,516 | 46,672 | 99.15% | 99.15% |
10/09/2024 | 3.50% | 0.32 | 0.33 | 450,000 | 150,000 | 450,000 | 150,000 | 127,014 | 43,838 | 99.33% | 99.33% |
09/09/2024 | 3.47% | 0.25 | 0.26 | 450,000 | 150,000 | 450,000 | 150,000 | 127,922 | 44,141 | 99.36% | 99.36% |
06/09/2024 | 3.24% | 0.32 | 0.33 | 450,000 | 150,000 | 450,000 | 150,000 | 136,735 | 47,078 | 99.57% | 99.57% |
05/09/2024 | 3.61% | 0.26 | 0.27 | 450,000 | 150,000 | 450,000 | 150,000 | 122,555 | 42,352 | 99.53% | 99.53% |