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 | - | - |
20/09/2024 | 8.79% | 0.11 | 0.12 | 475,000 | 475,000 | 475,045 | 475,046 | 51,731 | 56,481 | 90.10% | 90.10% |
19/09/2024 | 5.76% | 0.13 | 0.14 | 400,000 | 400,000 | 305,839 | 305,839 | 51,450 | 54,508 | 99.00% | 99.00% |
18/09/2024 | 3.72% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 52,830 | 54,830 | 99.27% | 99.27% |
12/09/2024 | 4.02% | 0.23 | 0.24 | 225,000 | 225,000 | 209,230 | 209,229 | 50,971 | 53,063 | 96.87% | 96.87% |
11/09/2024 | 2.51% | 0.37 | 0.38 | 125,000 | 125,000 | 130,907 | 130,907 | 51,477 | 52,786 | 98.36% | 98.36% |
10/09/2024 | 2.27% | 0.46 | 0.47 | 125,000 | 125,000 | 125,000 | 125,000 | 54,433 | 55,683 | 98.43% | 98.43% |
09/09/2024 | 2.21% | 0.44 | 0.45 | 125,000 | 125,000 | 125,262 | 125,262 | 56,002 | 57,255 | 98.83% | 98.83% |
06/09/2024 | 2.45% | 0.49 | 0.50 | 125,000 | 125,000 | 129,651 | 129,651 | 52,429 | 53,725 | 86.20% | 86.20% |
05/09/2024 | 2.41% | 0.38 | 0.39 | 150,000 | 150,000 | 128,630 | 128,630 | 52,610 | 53,897 | 98.84% | 98.84% |