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 | - | - |
20/11/2024 | 8.75% | 0.10 | 0.11 | 500,000 | 75,000 | 461,011 | 75,000 | 50,360 | 8,981 | 11.58% | 11.65% |
19/11/2024 | 8.02% | 0.12 | 0.13 | 420,000 | 75,000 | 421,652 | 75,000 | 50,477 | 9,748 | 83.38% | 83.38% |
18/11/2024 | 9.03% | 0.12 | 0.13 | 420,000 | 50,000 | 416,791 | 50,000 | 50,516 | 6,675 | 100.00% | 100.00% |
15/11/2024 | 9.40% | 0.15 | 0.17 | 340,000 | 25,000 | 267,660 | 25,000 | 50,565 | 5,216 | 99.14% | 99.14% |
14/11/2024 | 7.54% | 0.25 | 0.27 | 200,000 | 25,000 | 203,550 | 25,000 | 50,585 | 6,711 | 99.52% | 99.52% |
13/11/2024 | 8.65% | 0.20 | 0.22 | 250,000 | 25,000 | 255,673 | 24,940 | 50,434 | 5,378 | 98.34% | 98.34% |
12/11/2024 | 10.39% | 0.28 | 0.32 | 186,037 | 20,000 | 142,909 | 20,000 | 51,546 | 8,166 | 77.01% | 77.01% |
11/11/2024 | 10.04% | 0.48 | 0.52 | 110,000 | 20,000 | 126,227 | 20,000 | 52,262 | 9,250 | 99.73% | 99.73% |
08/11/2024 | 7.23% | 0.60 | 0.64 | 90,000 | 20,000 | 103,122 | 20,000 | 52,614 | 11,088 | 100.00% | 100.00% |