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 | - | - |
16/08/2024 | 24.66% | 0.01 | 0.06 | 500,000 | 25,000 | 500,000 | 18,744 | 37,275 | 1,774 | 79.31% | 79.77% |
15/08/2024 | 18.70% | 0.08 | 0.09 | 500,000 | 25,000 | 500,000 | 20,014 | 44,749 | 2,133 | 99.27% | 99.27% |
14/08/2024 | 19.19% | 0.09 | 0.10 | 500,000 | 25,000 | 499,318 | 19,918 | 43,951 | 2,108 | 85.76% | 85.76% |
13/08/2024 | 27.17% | 0.08 | 0.09 | 500,000 | 25,000 | 500,000 | 20,217 | 30,237 | 1,597 | 94.09% | 94.12% |
12/08/2024 | 25.41% | 0.06 | 0.07 | 500,000 | 25,000 | 500,000 | 20,008 | 31,706 | 1,617 | 98.83% | 99.07% |
09/08/2024 | 20.45% | 0.07 | 0.08 | 500,000 | 25,000 | 500,000 | 20,209 | 39,895 | 1,951 | 97.61% | 97.61% |
08/08/2024 | 19.13% | 0.08 | 0.09 | 500,000 | 25,000 | 499,992 | 19,995 | 43,970 | 2,122 | 95.92% | 95.92% |
07/08/2024 | 11.26% | 0.14 | 0.15 | 360,000 | 25,000 | 327,273 | 20,013 | 50,884 | 3,463 | 99.59% | 99.59% |
06/08/2024 | 10.40% | 0.17 | 0.18 | 300,000 | 25,000 | 300,373 | 20,098 | 50,863 | 3,766 | 98.26% | 98.26% |