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 | 1.97% | 0.50 | 0.51 | 100,000 | 100,000 | 101,119 | 100,000 | 50,940 | 51,391 | 11.58% | 11.65% |
19/11/2024 | 1.50% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 66,416 | 67,416 | 100.00% | 100.00% |
18/11/2024 | 1.54% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 64,518 | 65,518 | 100.00% | 100.00% |
15/11/2024 | 1.62% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 61,295 | 62,295 | 100.00% | 100.00% |
14/11/2024 | 1.70% | 0.59 | 0.60 | 100,000 | 100,000 | 100,000 | 100,000 | 58,466 | 59,466 | 99.52% | 99.52% |
13/11/2024 | 1.80% | 0.56 | 0.57 | 100,000 | 100,000 | 99,845 | 99,145 | 55,434 | 56,038 | 99.32% | 99.32% |
12/11/2024 | 1.95% | 0.56 | 0.57 | 100,000 | 100,000 | 101,967 | 100,000 | 51,943 | 51,984 | 100.00% | 100.00% |
11/11/2024 | 2.13% | 0.47 | 0.48 | 110,000 | 100,000 | 111,307 | 100,000 | 51,638 | 47,410 | 100.00% | 100.00% |
08/11/2024 | 1.84% | 0.52 | 0.53 | 100,000 | 100,000 | 100,000 | 100,000 | 53,938 | 54,938 | 100.00% | 100.00% |