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 | - | - |
20/11/2024 | 1.83% | 0.55 | 0.56 | 100,000 | 75,000 | 100,000 | 75,000 | 54,101 | 41,326 | 11.58% | 11.65% |
19/11/2024 | 1.89% | 0.55 | 0.56 | 100,000 | 75,000 | 100,000 | 75,000 | 52,486 | 40,115 | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.53 | 0.54 | 100,000 | 75,000 | 100,000 | 75,000 | 54,231 | 41,423 | 100.00% | 100.00% |
15/11/2024 | 2.62% | 0.54 | 0.55 | 100,000 | 75,000 | 65,564 | 54,389 | 35,765 | 30,365 | 99.59% | 99.59% |
14/11/2024 | 1.80% | 0.54 | 0.55 | 100,000 | 75,000 | 96,722 | 75,000 | 53,317 | 42,119 | 99.22% | 99.22% |
13/11/2024 | 1.67% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 74,160 | 53,599 | 44,895 | 99.36% | 99.36% |
12/11/2024 | 1.89% | 0.55 | 0.56 | 100,000 | 75,000 | 100,000 | 75,000 | 52,444 | 40,083 | 100.00% | 100.00% |
11/11/2024 | 1.86% | 0.52 | 0.53 | 100,000 | 75,000 | 100,000 | 75,000 | 53,201 | 40,651 | 100.00% | 100.00% |
08/11/2024 | 1.77% | 0.55 | 0.56 | 100,000 | 75,000 | 92,894 | 75,000 | 51,870 | 42,652 | 100.00% | 100.00% |