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 | - | - |
02/12/2024 | 4.93% | 0.06 | 0.12 | 500,000 | 500,000 | 499,999 | 499,924 | 101,397 | 106,380 | 23.24% | 24.85% |
29/11/2024 | 2.24% | 0.15 | 0.20 | 500,000 | 500,000 | 499,958 | 499,967 | 231,569 | 236,576 | 98.88% | 100.00% |
28/11/2024 | 1.69% | 0.54 | 0.55 | 500,000 | 500,000 | 499,851 | 499,933 | 294,435 | 299,486 | 100.00% | 100.00% |
27/11/2024 | 1.09% | 0.85 | 0.86 | 500,000 | 500,000 | 499,994 | 499,999 | 459,830 | 464,835 | 100.00% | 100.00% |
26/11/2024 | 1.36% | 0.79 | 0.80 | 500,000 | 500,000 | 499,996 | 499,985 | 368,117 | 373,110 | 100.00% | 100.00% |
25/11/2024 | 1.66% | 0.54 | 0.55 | 500,000 | 500,000 | 499,672 | 499,731 | 300,297 | 305,328 | 100.00% | 100.00% |
22/11/2024 | 1.07% | 0.77 | 0.78 | 500,000 | 500,000 | 499,980 | 499,997 | 475,439 | 480,458 | 99.76% | 99.76% |
20/11/2024 | 0.89% | 1.32 | 1.33 | 500,000 | 500,000 | 499,996 | 499,997 | 565,916 | 570,917 | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.30 | 1.31 | 500,000 | 500,000 | 499,998 | 500,000 | 689,642 | 694,644 | 100.00% | 100.00% |