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 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 499,020 | 10,000 | 9,980 | 100.00% | 100.00% |
19/12/2024 | 23.83% | 0.03 | 0.04 | 900,000 | 300,000 | 893,536 | 314,005 | 33,740 | 14,866 | 99.32% | 99.32% |
18/12/2024 | 17.97% | 0.06 | 0.07 | 750,000 | 250,000 | 777,776 | 259,259 | 39,812 | 15,863 | 99.58% | 99.58% |
17/12/2024 | 15.71% | 0.06 | 0.07 | 750,000 | 250,000 | 785,891 | 263,185 | 46,706 | 18,249 | 99.30% | 99.30% |
16/12/2024 | 18.76% | 0.04 | 0.05 | 900,000 | 300,000 | 897,422 | 304,222 | 44,095 | 17,944 | 99.49% | 99.49% |
13/12/2024 | 9.46% | 0.07 | 0.08 | 750,000 | 250,000 | 750,000 | 250,000 | 76,550 | 28,017 | 99.33% | 99.33% |
12/12/2024 | 9.00% | 0.11 | 0.12 | 750,000 | 250,000 | 765,305 | 255,102 | 81,684 | 29,779 | 99.28% | 99.28% |
11/12/2024 | 9.95% | 0.12 | 0.13 | 750,000 | 250,000 | 849,430 | 283,143 | 81,339 | 29,944 | 99.56% | 99.56% |
10/12/2024 | 9.21% | 0.09 | 0.10 | 900,000 | 300,000 | 880,907 | 293,636 | 91,417 | 33,409 | 99.44% | 99.44% |