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 | - | - |
20/11/2024 | 2.62% | 0.36 | 0.37 | 140,000 | 25,000 | 137,587 | 25,000 | 51,844 | 9,676 | 11.58% | 11.65% |
19/11/2024 | 2.81% | 0.33 | 0.34 | 160,000 | 25,000 | 147,532 | 25,000 | 51,769 | 9,050 | 84.94% | 84.94% |
18/11/2024 | 2.75% | 0.39 | 0.40 | 130,000 | 25,000 | 143,733 | 25,000 | 51,489 | 9,215 | 100.00% | 100.00% |
15/11/2024 | 4.31% | 0.37 | 0.38 | 140,000 | 25,000 | 90,199 | 20,442 | 34,727 | 8,196 | 100.00% | 100.00% |
14/11/2024 | 2.43% | 0.41 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 20,363 | 20,863 | 99.44% | 99.44% |
13/11/2024 | 2.98% | 0.32 | 0.33 | 50,000 | 50,000 | 49,520 | 49,520 | 16,434 | 16,930 | 98.88% | 98.88% |
12/11/2024 | 2.77% | 0.32 | 0.33 | 160,000 | 25,000 | 145,065 | 25,000 | 51,684 | 9,167 | 100.00% | 100.00% |
11/11/2024 | 2.39% | 0.40 | 0.41 | 130,000 | 25,000 | 125,651 | 25,000 | 51,877 | 10,580 | 100.00% | 100.00% |
08/11/2024 | 2.65% | 0.41 | 0.42 | 130,000 | 25,000 | 120,341 | 25,000 | 52,184 | 11,152 | 100.00% | 100.00% |