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 | - | - |
12/09/2024 | 6.76% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 144,170 | 154,170 | 99.99% | 99.99% |
11/09/2024 | 10.02% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 999,248 | 999,248 | 97,568 | 107,568 | 99.99% | 99.99% |
10/09/2024 | 5.58% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 175,459 | 185,459 | 100.00% | 100.00% |
09/09/2024 | 5.31% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 184,802 | 194,802 | 100.00% | 100.00% |
06/09/2024 | 6.13% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 997,488 | 997,488 | 160,872 | 170,872 | 99.77% | 99.77% |
05/09/2024 | 4.97% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 197,347 | 207,347 | 100.00% | 100.00% |
04/09/2024 | 3.65% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 270,409 | 280,409 | 100.00% | 100.00% |
03/09/2024 | 3.09% | 0.32 | 0.33 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 318,688 | 328,688 | 100.00% | 100.00% |
30/08/2024 | 3.43% | 0.31 | 0.32 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 286,777 | 296,777 | 100.00% | 100.00% |