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 | - | - |
18/11/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/11/2024 | 2.72% | 0.37 | 0.38 | 140,000 | 100,000 | 140,552 | 100,000 | 50,899 | 37,219 | 33.57% | 33.72% |
14/11/2024 | 2.80% | 0.38 | 0.39 | 140,000 | 100,000 | 147,529 | 100,000 | 52,032 | 36,380 | 98.70% | 98.70% |
13/11/2024 | 2.66% | 0.35 | 0.36 | 150,000 | 100,000 | 140,101 | 100,000 | 51,968 | 38,173 | 96.99% | 96.99% |
12/11/2024 | 3.94% | 0.36 | 0.38 | 140,000 | 50,000 | 105,109 | 50,000 | 52,384 | 26,044 | 97.96% | 97.96% |
11/11/2024 | 2.04% | 0.97 | 0.99 | 60,000 | 50,000 | 60,000 | 50,000 | 58,370 | 49,642 | 99.50% | 99.50% |
08/11/2024 | 2.17% | 0.91 | 0.93 | 60,000 | 50,000 | 60,000 | 50,000 | 54,788 | 46,656 | 99.50% | 99.50% |
07/11/2024 | 2.01% | 0.97 | 0.99 | 60,000 | 50,000 | 57,108 | 50,000 | 56,191 | 50,246 | 99.33% | 99.33% |
06/11/2024 | 1.97% | 0.89 | 0.91 | 60,000 | 50,000 | 53,228 | 50,000 | 53,375 | 51,432 | 99.07% | 99.07% |