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 | - | - |
31/10/2024 | - | 0.18 | 0.21 | 35,000 | 35,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/10/2024 | - | 0.27 | - | 70,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
29/10/2024 | - | 0.30 | - | 70,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
28/10/2024 | 3.08% | 0.31 | 0.32 | 70,000 | 70,000 | 65,613 | 65,613 | 20,960 | 21,616 | 2.45% | 99.82% |
25/10/2024 | 3.27% | 0.30 | 0.31 | 70,000 | 70,000 | 69,984 | 69,984 | 21,084 | 21,784 | 100.00% | 100.00% |
24/10/2024 | 3.48% | 0.27 | 0.28 | 70,000 | 70,000 | 70,000 | 70,000 | 19,762 | 20,462 | 100.00% | 100.00% |
23/10/2024 | 3.46% | 0.28 | 0.29 | 70,000 | 70,000 | 70,000 | 70,000 | 19,905 | 20,605 | 100.00% | 100.00% |
22/10/2024 | 3.50% | 0.29 | 0.30 | 70,000 | 70,000 | 70,000 | 70,000 | 19,686 | 20,386 | 100.00% | 100.00% |
21/10/2024 | 2.84% | 0.34 | 0.35 | 65,000 | 65,000 | 64,955 | 64,955 | 22,622 | 23,272 | 100.00% | 100.00% |