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 | - | - |
29/11/2024 | 22.08% | 0.01 | 0.02 | 180,000 | 180,000 | 70,955 | 70,955 | 4,553 | 5,630 | 89.67% | 89.67% |
28/11/2024 | 22.03% | 0.06 | 0.08 | 74,000 | 74,000 | 58,078 | 58,078 | 4,224 | 5,229 | 100.00% | 100.00% |
27/11/2024 | 14.12% | 0.11 | 0.12 | 185,000 | 185,000 | 83,746 | 83,746 | 9,279 | 10,455 | 99.73% | 99.73% |
26/11/2024 | 16.22% | 0.10 | 0.11 | 185,000 | 185,000 | 83,209 | 83,209 | 8,425 | 9,595 | 99.80% | 99.80% |
25/11/2024 | 12.50% | 0.10 | 0.11 | 185,000 | 185,000 | 78,076 | 78,076 | 9,076 | 10,160 | 100.00% | 100.00% |
22/11/2024 | 7.52% | 0.16 | 0.17 | 190,000 | 190,000 | 86,141 | 86,141 | 17,295 | 18,509 | 100.00% | 100.00% |
20/11/2024 | 12.33% | 0.18 | 0.19 | 195,000 | 195,000 | 86,997 | 86,997 | 15,475 | 17,050 | 99.89% | 99.89% |
19/11/2024 | 9.99% | 0.20 | 0.21 | 195,000 | 195,000 | 80,355 | 80,355 | 17,335 | 18,779 | 100.00% | 100.00% |
18/11/2024 | 6.67% | 0.26 | 0.27 | 200,000 | 200,000 | 89,572 | 89,572 | 25,225 | 26,627 | 99.89% | 99.89% |