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 | - | - |
25/10/2024 | 8.39% | 0.02 | 0.03 | 650,000 | 650,000 | 271,704 | 271,704 | 31,922 | 34,648 | 81.15% | 81.15% |
24/10/2024 | 4.84% | 0.14 | 0.16 | 690,000 | 690,000 | 323,382 | 323,382 | 61,614 | 64,855 | 99.85% | 99.85% |
23/10/2024 | 2.37% | 0.44 | 0.45 | 810,000 | 810,000 | 417,577 | 417,577 | 177,847 | 182,031 | 100.00% | 100.00% |
22/10/2024 | 2.40% | 0.43 | 0.44 | 800,000 | 800,000 | 417,992 | 417,992 | 175,862 | 180,050 | 100.00% | 100.00% |
21/10/2024 | 2.48% | 0.41 | 0.42 | 790,000 | 790,000 | 414,434 | 414,434 | 168,880 | 173,038 | 100.00% | 100.00% |
18/10/2024 | 2.55% | 0.39 | 0.40 | 780,000 | 780,000 | 410,529 | 410,529 | 161,548 | 165,661 | 99.90% | 99.90% |
17/10/2024 | 2.63% | 0.39 | 0.40 | 790,000 | 790,000 | 413,507 | 413,507 | 160,192 | 164,336 | 98.43% | 98.43% |
16/10/2024 | 2.57% | 0.39 | 0.40 | 790,000 | 790,000 | 412,408 | 412,408 | 161,391 | 165,524 | 100.00% | 100.00% |
15/10/2024 | 2.49% | 0.40 | 0.41 | 790,000 | 790,000 | 414,871 | 414,871 | 166,217 | 170,374 | 100.00% | 100.00% |