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 | - | - |
29/10/2024 | 21.95% | 0.03 | 0.04 | 174,000 | 174,000 | 93,457 | 93,457 | 4,399 | 5,504 | 100.00% | 100.00% |
28/10/2024 | 14.73% | 0.07 | 0.08 | 174,000 | 174,000 | 92,898 | 92,898 | 7,746 | 8,844 | 99.24% | 99.24% |
25/10/2024 | 12.88% | 0.10 | 0.11 | 172,000 | 172,000 | 76,414 | 76,414 | 7,837 | 8,799 | 99.84% | 99.84% |
24/10/2024 | 12.82% | 0.10 | 0.11 | 172,000 | 172,000 | 57,005 | 57,005 | 6,718 | 7,487 | 100.00% | 100.00% |
23/10/2024 | 12.22% | 0.13 | 0.14 | 170,000 | 170,000 | 86,539 | 86,539 | 10,666 | 11,688 | 51.22% | 99.24% |
22/10/2024 | - | 0.20 | - | 166,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
21/10/2024 | 5.70% | 0.20 | 0.23 | 166,000 | 166,000 | 58,412 | 58,412 | 13,738 | 14,493 | 85.85% | 99.72% |
18/10/2024 | 6.31% | 0.24 | 0.25 | 164,000 | 164,000 | 74,012 | 74,012 | 16,222 | 17,154 | 99.90% | 99.90% |
17/10/2024 | 4.66% | 0.22 | 0.23 | 166,000 | 166,000 | 73,301 | 73,301 | 17,097 | 17,898 | 100.00% | 100.00% |