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 | 45.05% | 0.01 | 0.02 | 600,000 | 200,000 | 619,425 | 206,475 | 11,773 | 5,989 | 100.00% | 100.00% |
19/12/2024 | 79.04% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 484,531 | 8,741 | 8,970 | 99.27% | 99.27% |
18/12/2024 | 95.13% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,883 | 7,942 | 99.58% | 99.58% |
17/12/2024 | 71.68% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,621 | 9,811 | 99.27% | 99.27% |
16/12/2024 | 43.41% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,546 | 14,273 | 99.50% | 99.50% |
13/12/2024 | 77.57% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,391 | 9,195 | 99.28% | 99.28% |
12/12/2024 | 47.86% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,138 | 13,569 | 99.24% | 99.24% |
11/12/2024 | 31.83% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,565 | 18,782 | 99.39% | 99.39% |
10/12/2024 | 28.26% | 0.04 | 0.05 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,561 | 20,280 | 99.45% | 99.45% |