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 | - | - |
17/05/2024 | 66.67% | 0.01 | 0.02 | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 15,000 | 1,000 | 99.36% | 99.36% |
16/05/2024 | 66.67% | 0.01 | 0.02 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 | 5,000 | 99.37% | 99.37% |
15/05/2024 | 66.67% | 0.01 | 0.02 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 | 5,000 | 99.15% | 99.15% |
14/05/2024 | 66.67% | 0.01 | 0.02 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 | 5,000 | 99.36% | 99.36% |
13/05/2024 | 66.67% | 0.01 | 0.02 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 | 5,000 | 98.85% | 98.85% |
10/05/2024 | 61.31% | 0.01 | 0.02 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 18,014 | 5,502 | 99.38% | 99.38% |
08/05/2024 | 66.14% | 0.01 | 0.02 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,298 | 5,050 | 99.36% | 99.36% |
07/05/2024 | 40.00% | 0.02 | 0.03 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 | 7,500 | 99.37% | 99.37% |
06/05/2024 | 42.55% | 0.02 | 0.03 | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 28,564 | 7,261 | 99.36% | 99.36% |