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 | - | - |
20/11/2024 | 2.45% | 0.58 | 0.59 | 90,000 | 50,000 | 90,715 | 50,000 | 52,091 | 29,431 | 11.58% | 11.65% |
19/11/2024 | 1.70% | 0.85 | 0.87 | 60,000 | 50,000 | 60,469 | 50,000 | 53,560 | 45,078 | 100.00% | 100.00% |
18/11/2024 | 1.85% | 0.81 | 0.83 | 70,000 | 50,000 | 61,975 | 50,000 | 52,508 | 43,214 | 100.00% | 100.00% |
15/11/2024 | 1.68% | 0.83 | 0.84 | 70,000 | 50,000 | 69,321 | 50,000 | 54,702 | 40,149 | 100.00% | 100.00% |
14/11/2024 | 1.69% | 0.75 | 0.76 | 70,000 | 50,000 | 70,580 | 50,000 | 52,059 | 37,521 | 99.52% | 99.52% |
13/11/2024 | 1.87% | 0.70 | 0.71 | 80,000 | 50,000 | 78,880 | 49,441 | 53,860 | 34,417 | 99.32% | 99.32% |
12/11/2024 | 1.63% | 0.70 | 0.71 | 80,000 | 75,000 | 88,158 | 75,000 | 53,661 | 46,509 | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.53 | 0.55 | 100,000 | 50,000 | 99,811 | 50,000 | 52,921 | 27,111 | 100.00% | 100.00% |
08/11/2024 | 1.76% | 0.64 | 0.65 | 80,000 | 50,000 | 79,794 | 50,000 | 53,471 | 34,118 | 100.00% | 100.00% |