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 | - | - |
02/08/2024 | 25.47% | 0.11 | 0.15 | 183,620 | 25,000 | 185,049 | 25,000 | 23,056 | 4,002 | 98.61% | 98.61% |
31/07/2024 | 5.14% | 0.27 | 0.28 | 182,570 | 100,000 | 182,329 | 91,063 | 48,778 | 25,554 | 14.34% | 14.34% |
30/07/2024 | 5.51% | 0.24 | 0.25 | 184,804 | 100,000 | 185,827 | 100,000 | 39,632 | 22,536 | 97.52% | 97.52% |
29/07/2024 | 4.83% | 0.23 | 0.24 | 185,331 | 100,000 | 182,277 | 99,108 | 43,414 | 24,783 | 100.00% | 100.00% |
25/07/2024 | 15.94% | 0.19 | 0.22 | 37,500 | 37,500 | 37,500 | 37,500 | 5,391 | 6,255 | 94.53% | 94.53% |
24/07/2024 | 1.87% | 0.64 | 0.66 | 80,000 | 75,000 | 80,012 | 75,000 | 52,212 | 49,866 | 99.75% | 99.75% |
23/07/2024 | 1.86% | 0.68 | 0.70 | 80,000 | 75,000 | 79,505 | 74,563 | 53,262 | 50,882 | 98.60% | 98.60% |
22/07/2024 | 2.12% | 0.66 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 62,789 | 64,130 | 99.83% | 99.83% |
19/07/2024 | 2.32% | 0.58 | 0.59 | 90,000 | 75,000 | 94,267 | 75,000 | 52,160 | 42,517 | 99.51% | 99.51% |