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 | - | - |
20/08/2024 | 5.77% | 0.02 | 0.07 | 500,000 | 50,000 | 166,225 | 20,209 | 51,441 | 6,840 | 68.62% | 70.44% |
19/08/2024 | 4.26% | 0.42 | 0.43 | 120,000 | 50,000 | 125,894 | 25,385 | 51,730 | 10,871 | 99.01% | 99.01% |
16/08/2024 | 5.45% | 0.39 | 0.40 | 130,000 | 50,000 | 157,897 | 25,533 | 51,945 | 8,969 | 96.47% | 96.47% |
15/08/2024 | 5.82% | 0.36 | 0.37 | 140,000 | 50,000 | 168,335 | 26,959 | 51,834 | 9,118 | 76.51% | 76.51% |
14/08/2024 | 3.74% | 0.33 | 0.34 | 160,000 | 50,000 | 117,018 | 28,974 | 51,746 | 12,801 | 53.19% | 53.19% |
13/08/2024 | 2.59% | 0.61 | 0.62 | 90,000 | 50,000 | 83,111 | 30,167 | 54,489 | 19,730 | 89.95% | 89.95% |
12/08/2024 | 2.43% | 0.67 | 0.68 | 80,000 | 50,000 | 80,181 | 37,086 | 52,815 | 25,166 | 31.57% | 31.57% |
09/08/2024 | 2.30% | 0.63 | 1.04 | 80,000 | 25,000 | 50,000 | 17,882 | 51,107 | 18,708 | 4.65% | 90.09% |
08/08/2024 | 2.21% | 1.18 | 1.22 | 5,000 | 5,000 | 19,546 | 15,506 | 31,995 | 25,522 | 46.52% | 65.56% |