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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.15% | 86.51 % | 87.51 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,792 CAD | 87,792 CAD | 100.00% | 100.00% |
19/11/2024 | 1.15% | 86.56 % | 87.56 % | 100,000 | 200,000 | 100,000 | 166,162 | 86,429 CAD | 145,251 CAD | 97.67% | 97.68% |
18/11/2024 | 1.15% | 86.65 % | 87.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,604 CAD | 87,604 CAD | 100.00% | 100.00% |
15/11/2024 | 1.66% | 84.53 % | 87.53 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,762 CAD | 88,204 CAD | 100.00% | 100.00% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
13/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
12/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
11/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
08/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |
07/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CAD | 0 CAD | 0.00% | 0.00% |