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 | - | - |
26/09/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/09/2024 | - | 0.11 | - | 76,434 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.51% |
24/09/2024 | 4.65% | 0.16 | 0.22 | 76,776 | 50,000 | 77,718 | 50,000 | 16,321 | 11,000 | 1.31% | 100.00% |
23/09/2024 | 4.92% | 0.13 | 0.22 | 76,603 | 50,000 | 78,418 | 50,000 | 18,439 | 12,352 | 16.70% | 100.00% |
20/09/2024 | 4.17% | 0.26 | 0.27 | 78,696 | 50,000 | 78,214 | 50,000 | 18,446 | 12,289 | 29.64% | 89.67% |
19/09/2024 | 4.51% | 0.15 | 0.22 | 76,923 | 50,000 | 77,917 | 50,000 | 18,247 | 12,247 | 28.23% | 99.34% |
18/09/2024 | 3.92% | 0.29 | 0.30 | 78,734 | 50,000 | 78,276 | 50,000 | 21,359 | 14,186 | 98.74% | 98.74% |
12/09/2024 | 2.66% | 0.37 | 0.38 | 80,680 | 50,000 | 80,674 | 50,000 | 29,998 | 19,090 | 98.39% | 98.39% |
11/09/2024 | 2.39% | 0.44 | 0.45 | 81,273 | 50,000 | 80,605 | 50,000 | 33,454 | 21,247 | 84.12% | 84.12% |