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 | - | - |
16/10/2024 | - | 0.00 | 0.01 | 380,000 | 380,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/10/2024 | 29.46% | 0.02 | 0.03 | 380,000 | 380,000 | 378,423 | 378,423 | 11,623 | 15,407 | 99.35% | 99.35% |
14/10/2024 | 14.55% | 0.06 | 0.07 | 390,000 | 390,000 | 388,393 | 388,393 | 24,810 | 28,694 | 100.00% | 100.00% |
11/10/2024 | 9.89% | 0.09 | 0.10 | 390,000 | 390,000 | 388,985 | 388,985 | 37,462 | 41,352 | 100.00% | 100.00% |
10/10/2024 | 10.30% | 0.09 | 0.10 | 390,000 | 390,000 | 388,395 | 388,395 | 35,943 | 39,827 | 100.00% | 100.00% |
09/10/2024 | 6.77% | 0.13 | 0.14 | 400,000 | 400,000 | 398,351 | 398,351 | 56,952 | 60,935 | 100.00% | 100.00% |
08/10/2024 | 6.79% | 0.14 | 0.16 | 400,000 | 400,000 | 397,223 | 397,223 | 56,927 | 60,911 | 100.00% | 100.00% |
07/10/2024 | 6.13% | 0.16 | 0.17 | 400,000 | 400,000 | 398,350 | 398,350 | 63,065 | 67,049 | 100.00% | 100.00% |
04/10/2024 | 5.82% | 0.17 | 0.18 | 400,000 | 400,000 | 398,356 | 398,356 | 66,528 | 70,512 | 100.00% | 100.00% |