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 | - | - |
20/12/2024 | 84.50% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 2,174 | 5,158 | 100.00% | 100.00% |
19/12/2024 | 19.20% | 0.03 | 0.04 | 250,000 | 250,000 | 245,864 | 245,864 | 12,090 | 14,556 | 99.39% | 99.39% |
18/12/2024 | 22.18% | 0.05 | 0.06 | 250,000 | 250,000 | 247,491 | 247,491 | 10,184 | 12,662 | 100.00% | 100.00% |
17/12/2024 | 35.90% | 0.02 | 0.03 | 250,000 | 250,000 | 247,490 | 247,490 | 5,819 | 8,296 | 100.00% | 100.00% |
16/12/2024 | 32.83% | 0.02 | 0.03 | 240,000 | 240,000 | 237,586 | 237,586 | 6,611 | 8,990 | 99.99% | 99.99% |
13/12/2024 | 13.18% | 0.06 | 0.07 | 240,000 | 240,000 | 239,214 | 239,214 | 17,553 | 19,948 | 100.00% | 100.00% |
12/12/2024 | 26.64% | 0.04 | 0.05 | 250,000 | 250,000 | 247,516 | 247,516 | 8,217 | 10,694 | 100.00% | 100.00% |
11/12/2024 | 26.80% | 0.03 | 0.04 | 260,000 | 260,000 | 253,224 | 253,224 | 8,351 | 10,886 | 100.00% | 100.00% |
10/12/2024 | 29.82% | 0.03 | 0.04 | 260,000 | 260,000 | 257,382 | 257,382 | 7,523 | 10,099 | 100.00% | 100.00% |