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 | - | - |
17/07/2024 | - | 0.03 | 0.04 | 76,000 | 76,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/07/2024 | 12.50% | 0.07 | 0.08 | 76,000 | 76,000 | 72,725 | 72,725 | 5,887 | 6,615 | 99.99% | 99.99% |
15/07/2024 | 6.59% | 0.14 | 0.15 | 74,000 | 74,000 | 70,837 | 70,837 | 10,471 | 11,179 | 99.99% | 99.99% |
12/07/2024 | 5.05% | 0.20 | 0.21 | 72,000 | 72,000 | 70,126 | 70,126 | 13,548 | 14,250 | 100.00% | 100.00% |
11/07/2024 | 5.11% | 0.18 | 0.19 | 72,000 | 72,000 | 70,077 | 70,077 | 13,411 | 14,113 | 99.99% | 99.99% |
10/07/2024 | 5.50% | 0.19 | 0.20 | 72,000 | 72,000 | 70,724 | 70,724 | 12,582 | 13,289 | 100.00% | 100.00% |
09/07/2024 | 5.09% | 0.17 | 0.18 | 74,000 | 74,000 | 70,619 | 70,619 | 13,560 | 14,266 | 100.00% | 100.00% |
08/07/2024 | 4.88% | 0.20 | 0.21 | 72,000 | 72,000 | 70,128 | 70,128 | 14,061 | 14,762 | 100.00% | 100.00% |
05/07/2024 | 4.34% | 0.22 | 0.23 | 72,000 | 72,000 | 70,113 | 70,113 | 15,873 | 16,574 | 99.44% | 99.44% |