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 | 3.06% | 0.32 | 0.33 | 160,000 | 75,000 | 160,000 | 75,000 | 51,555 | 24,916 | 11.58% | 11.65% |
19/11/2024 | 2.89% | 0.32 | 0.33 | 160,000 | 75,000 | 152,096 | 75,000 | 51,876 | 26,345 | 100.00% | 100.00% |
18/11/2024 | 3.06% | 0.33 | 0.34 | 160,000 | 75,000 | 159,506 | 75,000 | 51,377 | 24,913 | 100.00% | 100.00% |
15/11/2024 | 4.38% | 0.33 | 0.34 | 160,000 | 75,000 | 96,561 | 55,297 | 30,885 | 18,414 | 94.50% | 94.50% |
14/11/2024 | 3.15% | 0.32 | 0.33 | 160,000 | 75,000 | 165,086 | 75,000 | 51,638 | 24,229 | 99.22% | 99.22% |
13/11/2024 | 3.62% | 0.28 | 0.29 | 180,000 | 75,000 | 188,605 | 74,160 | 51,201 | 20,915 | 99.36% | 99.36% |
12/11/2024 | 2.87% | 0.32 | 0.33 | 160,000 | 75,000 | 150,513 | 75,000 | 51,722 | 26,527 | 100.00% | 100.00% |
11/11/2024 | 2.95% | 0.35 | 0.36 | 150,000 | 75,000 | 153,893 | 75,000 | 51,475 | 25,856 | 100.00% | 100.00% |
08/11/2024 | 3.19% | 0.32 | 0.33 | 160,000 | 75,000 | 168,284 | 75,000 | 51,860 | 23,873 | 100.00% | 100.00% |