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 | - | - |
14/10/2024 | 5.28% | 0.03 | 0.13 | 743,000 | 750,000 | 749,998 | 749,995 | 141,340 | 148,841 | 78.39% | 82.33% |
11/10/2024 | 2.19% | 0.29 | 0.30 | 750,000 | 750,000 | 750,000 | 749,985 | 349,311 | 356,803 | 100.00% | 100.00% |
10/10/2024 | 2.02% | 0.52 | 0.53 | 750,000 | 750,000 | 743,956 | 743,925 | 387,894 | 395,356 | 99.72% | 99.72% |
09/10/2024 | 1.45% | 0.47 | 0.48 | 750,000 | 750,000 | 749,999 | 749,999 | 520,845 | 528,346 | 100.00% | 100.00% |
08/10/2024 | 1.22% | 0.77 | 0.78 | 750,000 | 750,000 | 749,998 | 750,000 | 616,356 | 623,857 | 100.00% | 100.00% |
07/10/2024 | 1.33% | 0.71 | 0.72 | 750,000 | 750,000 | 750,000 | 750,000 | 561,447 | 568,947 | 100.00% | 100.00% |
04/10/2024 | 1.33% | 0.68 | 0.69 | 750,000 | 750,000 | 743,936 | 743,948 | 572,259 | 579,746 | 99.79% | 99.79% |
03/10/2024 | 1.20% | 0.91 | 0.92 | 750,000 | 750,000 | 749,989 | 749,989 | 623,405 | 630,905 | 99.32% | 99.32% |
02/10/2024 | 1.56% | 0.68 | 0.69 | 750,000 | 750,000 | 749,951 | 749,944 | 485,460 | 492,954 | 98.77% | 98.77% |