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 | - | - |
23/10/2024 | - | 0.11 | 0.17 | 195,573 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2024 | - | 0.10 | - | 196,435 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21/10/2024 | - | 0.11 | - | 195,694 | 0 | 0 | 0 | 0 | 0 | 0.00% | 71.58% |
18/10/2024 | - | 0.19 | - | 192,650 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.59% |
17/10/2024 | - | 0.17 | - | 193,579 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.64% |
16/10/2024 | 6.27% | 0.19 | 0.20 | 192,383 | 50,000 | 193,171 | 50,000 | 32,535 | 8,963 | 99.28% | 99.28% |
15/10/2024 | 6.87% | 0.16 | 0.17 | 193,204 | 50,000 | 193,449 | 50,000 | 30,420 | 8,419 | 100.00% | 100.00% |
14/10/2024 | 6.41% | 0.19 | 0.20 | 192,613 | 50,000 | 193,004 | 50,000 | 32,170 | 8,881 | 100.00% | 100.00% |
11/10/2024 | 8.10% | 0.14 | 0.15 | 193,565 | 50,000 | 193,645 | 49,754 | 25,202 | 7,020 | 99.61% | 99.61% |