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 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 100.00% | 100.00% |
19/09/2024 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.60% | 99.60% |
18/09/2024 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.08% | 99.08% |
12/09/2024 | 25.67% | 0.03 | 0.04 | 1,000,000 | 400,000 | 995,848 | 396,467 | 34,408 | 17,647 | 99.58% | 99.58% |
11/09/2024 | 17.26% | 0.05 | 0.06 | 900,000 | 300,000 | 881,720 | 294,203 | 46,945 | 18,602 | 99.23% | 99.23% |
10/09/2024 | 20.50% | 0.06 | 0.07 | 900,000 | 300,000 | 949,736 | 363,388 | 42,783 | 19,744 | 99.44% | 99.44% |
09/09/2024 | 18.30% | 0.04 | 0.05 | 1,000,000 | 400,000 | 924,573 | 324,573 | 46,303 | 19,398 | 99.38% | 99.38% |
06/09/2024 | 14.57% | 0.07 | 0.08 | 750,000 | 250,000 | 893,636 | 299,115 | 57,471 | 22,210 | 99.58% | 99.58% |
05/09/2024 | 18.50% | 0.04 | 0.05 | 1,000,000 | 400,000 | 963,317 | 363,317 | 47,427 | 21,492 | 99.56% | 99.56% |