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 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 100.00% | 100.00% |
16/01/2025 | 32.95% | 0.01 | 0.02 | 1,000,000 | 400,000 | 846,501 | 302,536 | 24,020 | 11,290 | 98.61% | 98.61% |
15/01/2025 | 82.56% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,106 | 9,053 | 97.96% | 97.96% |
13/01/2025 | 59.32% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 499,879 | 12,868 | 11,430 | 98.50% | 98.50% |
10/01/2025 | 10.84% | 0.06 | 0.07 | 900,000 | 300,000 | 721,732 | 240,783 | 63,659 | 23,640 | 98.03% | 98.03% |
09/01/2025 | 8.18% | 0.14 | 0.15 | 600,000 | 200,000 | 600,009 | 200,003 | 72,036 | 26,050 | 81.35% | 81.35% |
08/01/2025 | 4.97% | 0.16 | 0.17 | 600,000 | 200,000 | 524,344 | 174,781 | 102,785 | 36,009 | 98.95% | 98.95% |
07/01/2025 | 2.36% | 0.20 | 0.21 | 600,000 | 200,000 | 461,230 | 153,743 | 204,736 | 69,783 | 96.58% | 96.58% |
06/01/2025 | 2.76% | 0.48 | 0.49 | 450,000 | 150,000 | 449,848 | 150,000 | 162,981 | 55,848 | 97.56% | 97.56% |