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 | 13.23% | 0.04 | 0.05 | 500,000 | 250,000 | 500,000 | 105,708 | 41,777 | 9,777 | 76.70% | 76.70% |
19/08/2024 | 9.40% | 0.10 | 0.11 | 490,000 | 250,000 | 449,329 | 119,424 | 50,519 | 14,402 | 86.19% | 86.19% |
16/08/2024 | 8.44% | 0.13 | 0.13 | 400,000 | 250,000 | 424,679 | 132,049 | 50,577 | 16,979 | 99.64% | 99.64% |
15/08/2024 | 7.31% | 0.12 | 0.13 | 410,000 | 250,000 | 369,045 | 200,122 | 50,524 | 29,306 | 99.33% | 99.33% |
14/08/2024 | 6.23% | 0.16 | 0.16 | 320,000 | 250,000 | 310,017 | 199,116 | 50,494 | 34,480 | 85.82% | 85.82% |
13/08/2024 | 5.36% | 0.17 | 0.17 | 300,000 | 250,000 | 279,425 | 204,971 | 50,824 | 39,170 | 87.83% | 87.83% |
12/08/2024 | 6.02% | 0.17 | 0.18 | 290,000 | 250,000 | 298,371 | 200,144 | 50,743 | 36,121 | 99.15% | 99.15% |
09/08/2024 | 5.88% | 0.16 | 0.17 | 310,000 | 250,000 | 301,455 | 200,036 | 50,801 | 35,588 | 78.53% | 78.53% |
08/08/2024 | 5.07% | 0.19 | 0.19 | 270,000 | 250,000 | 258,207 | 200,052 | 50,848 | 41,210 | 90.90% | 90.90% |