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 | - | - |
28/10/2024 | 3.43% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 146,299 | 151,299 | 100.00% | 100.00% |
25/10/2024 | 10.57% | 0.08 | 0.09 | 420,000 | 420,000 | 420,000 | 420,000 | 38,641 | 42,841 | 99.96% | 99.96% |
24/10/2024 | 10.18% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 47,114 | 52,114 | 100.00% | 100.00% |
23/10/2024 | 8.50% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 56,768 | 61,768 | 99.96% | 99.96% |
22/10/2024 | 7.01% | 0.11 | 0.12 | 430,000 | 430,000 | 430,000 | 430,000 | 60,256 | 64,556 | 99.92% | 99.92% |
21/10/2024 | 5.41% | 0.19 | 0.20 | 360,000 | 360,000 | 360,000 | 360,000 | 65,229 | 68,829 | 100.00% | 100.00% |
18/10/2024 | 4.94% | 0.28 | 0.29 | 470,000 | 470,000 | 470,000 | 470,000 | 94,243 | 98,943 | 100.00% | 100.00% |
17/10/2024 | 4.80% | 0.20 | 0.21 | 470,000 | 470,000 | 470,000 | 470,000 | 95,733 | 100,432 | 100.00% | 100.00% |
16/10/2024 | 4.16% | 0.25 | 0.26 | 480,000 | 480,000 | 480,000 | 480,000 | 113,201 | 118,001 | 100.00% | 100.00% |