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 | - | - |
25/07/2024 | 4.01% | 0.54 | 0.55 | 100,000 | 10,000 | 65,814 | 5,819 | 53,656 | 4,869 | 97.11% | 97.11% |
24/07/2024 | 4.16% | 0.83 | 0.84 | 70,000 | 10,000 | 74,654 | 6,304 | 53,469 | 4,645 | 61.55% | 61.55% |
23/07/2024 | 4.83% | 0.56 | 0.57 | 90,000 | 10,000 | 86,827 | 6,353 | 52,584 | 3,990 | 60.39% | 60.39% |
22/07/2024 | 2.92% | 0.74 | 0.75 | 70,000 | 10,000 | 52,720 | 5,802 | 57,937 | 6,404 | 99.48% | 99.48% |
19/07/2024 | 2.39% | 1.38 | 1.39 | 40,000 | 10,000 | 40,012 | 5,859 | 55,203 | 8,192 | 94.01% | 94.01% |
18/07/2024 | 3.67% | 1.13 | 1.14 | 50,000 | 10,000 | 58,893 | 5,857 | 54,315 | 5,757 | 93.47% | 93.47% |
17/07/2024 | 4.10% | 0.91 | 0.92 | 60,000 | 10,000 | 67,963 | 5,946 | 54,298 | 4,959 | 95.44% | 95.44% |
16/07/2024 | 3.93% | 0.65 | 0.66 | 80,000 | 10,000 | 64,536 | 5,805 | 53,372 | 4,899 | 99.49% | 99.49% |
15/07/2024 | 4.93% | 0.61 | 0.62 | 90,000 | 10,000 | 81,328 | 5,909 | 52,678 | 3,965 | 88.26% | 88.26% |