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 | 22.70% | 0.00 | 0.02 | 250,000 | 250,000 | 500,000 | 104,805 | 23,040 | 5,723 | 75.95% | 76.62% |
19/08/2024 | 13.32% | 0.06 | 0.07 | 500,000 | 250,000 | 500,000 | 119,463 | 38,253 | 10,078 | 86.02% | 86.02% |
16/08/2024 | 13.08% | 0.08 | 0.09 | 500,000 | 250,000 | 500,000 | 132,123 | 40,126 | 11,942 | 99.41% | 99.41% |
15/08/2024 | 11.05% | 0.08 | 0.09 | 500,000 | 250,000 | 482,759 | 200,226 | 47,809 | 21,921 | 99.11% | 99.11% |
14/08/2024 | 9.78% | 0.12 | 0.13 | 420,000 | 250,000 | 402,685 | 199,221 | 50,573 | 27,553 | 85.53% | 85.53% |
13/08/2024 | 6.90% | 0.12 | 0.13 | 420,000 | 250,000 | 354,313 | 205,770 | 50,886 | 31,571 | 87.07% | 87.07% |
12/08/2024 | 8.32% | 0.13 | 0.14 | 390,000 | 250,000 | 388,418 | 200,265 | 50,680 | 28,337 | 98.90% | 98.90% |
09/08/2024 | 8.31% | 0.12 | 0.13 | 420,000 | 250,000 | 393,142 | 200,299 | 50,660 | 27,895 | 78.46% | 78.46% |
08/08/2024 | 7.26% | 0.14 | 0.15 | 360,000 | 250,000 | 320,797 | 200,224 | 50,945 | 34,058 | 90.98% | 90.98% |