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 | - | 0.17 | 0.24 | 270,542 | 7,500 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/07/2024 | 2.67% | 0.41 | 0.42 | 130,000 | 75,000 | 126,994 | 69,859 | 51,846 | 29,263 | 30.10% | 30.10% |
30/07/2024 | 2.36% | 0.41 | 0.42 | 130,000 | 75,000 | 123,021 | 75,000 | 51,542 | 32,199 | 81.87% | 81.87% |
29/07/2024 | 1.99% | 0.42 | 0.43 | 120,000 | 75,000 | 104,800 | 75,000 | 52,301 | 38,370 | 100.00% | 100.00% |
25/07/2024 | 2.98% | 0.38 | 0.39 | 140,000 | 75,000 | 156,107 | 75,000 | 51,634 | 25,745 | 97.81% | 97.81% |
24/07/2024 | 1.90% | 0.48 | 0.49 | 110,000 | 75,000 | 100,955 | 75,000 | 52,749 | 39,971 | 89.38% | 89.38% |
23/07/2024 | 1.71% | 0.61 | 0.62 | 90,000 | 75,000 | 90,693 | 75,000 | 52,568 | 44,251 | 100.00% | 100.00% |
22/07/2024 | 1.70% | 0.61 | 0.62 | 90,000 | 75,000 | 90,843 | 75,000 | 53,063 | 44,588 | 99.52% | 99.52% |
19/07/2024 | 1.79% | 0.54 | 0.55 | 100,000 | 75,000 | 95,944 | 75,000 | 53,056 | 42,283 | 90.11% | 90.11% |