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 | - | - |
17/01/2025 | 15.06% | 0.05 | 0.06 | 575,000 | 500,000 | 544,041 | 419,790 | 33,641 | 29,982 | 100.00% | 100.00% |
16/01/2025 | 12.13% | 0.07 | 0.08 | 600,000 | 325,000 | 603,086 | 361,762 | 46,999 | 32,200 | 98.98% | 98.98% |
15/01/2025 | 5.46% | 0.12 | 0.13 | 425,000 | 425,000 | 291,324 | 291,323 | 52,015 | 54,928 | 98.52% | 98.52% |
13/01/2025 | 3.76% | 0.30 | 0.31 | 200,000 | 200,000 | 201,705 | 201,705 | 52,639 | 54,656 | 98.59% | 98.59% |
10/01/2025 | 5.37% | 0.25 | 0.26 | 250,000 | 250,000 | 286,390 | 286,390 | 52,116 | 54,980 | 98.91% | 98.91% |
09/01/2025 | 5.72% | 0.17 | 0.18 | 300,000 | 300,000 | 300,112 | 300,112 | 51,002 | 54,003 | 99.47% | 99.47% |
08/01/2025 | 5.96% | 0.14 | 0.15 | 325,000 | 325,000 | 318,473 | 318,473 | 51,956 | 55,140 | 97.85% | 97.85% |
07/01/2025 | 7.27% | 0.15 | 0.16 | 275,000 | 275,000 | 388,127 | 388,122 | 51,409 | 55,290 | 99.06% | 99.06% |
06/01/2025 | 6.77% | 0.13 | 0.14 | 425,000 | 425,000 | 367,228 | 367,228 | 52,433 | 56,105 | 98.38% | 98.38% |