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 | - | 0.14 | 0.16 | 200,161 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2024 | 4.90% | 0.21 | 0.24 | 196,500 | 50,000 | 195,437 | 50,000 | 45,095 | 12,117 | 3.23% | 100.00% |
21/10/2024 | 4.63% | 0.22 | 0.23 | 195,473 | 50,000 | 195,138 | 50,000 | 45,762 | 12,282 | 48.34% | 48.34% |
18/10/2024 | 3.59% | 0.30 | 0.31 | 170,000 | 50,000 | 165,760 | 50,000 | 51,795 | 16,221 | 91.59% | 91.59% |
17/10/2024 | 3.57% | 0.28 | 0.29 | 180,000 | 50,000 | 178,853 | 50,000 | 51,418 | 14,916 | 88.35% | 88.35% |
16/10/2024 | 3.79% | 0.30 | 0.31 | 170,000 | 50,000 | 183,103 | 50,000 | 50,381 | 14,343 | 54.66% | 54.66% |
15/10/2024 | 4.01% | 0.27 | 0.28 | 190,000 | 50,000 | 187,121 | 50,000 | 50,296 | 14,009 | 24.51% | 24.51% |
14/10/2024 | 4.17% | 0.29 | 0.30 | 180,000 | 50,000 | 185,619 | 50,000 | 49,888 | 14,053 | 69.23% | 69.23% |
11/10/2024 | 4.87% | 0.24 | 0.25 | 193,718 | 50,000 | 193,772 | 49,754 | 45,156 | 12,172 | 99.61% | 99.61% |