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 | - | - |
15/11/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/11/2024 | - | 0.09 | - | 1,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 18.88% |
13/11/2024 | - | 0.09 | - | 1,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12/11/2024 | 11.30% | 0.09 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 83,529 | 93,529 | 82.15% | 100.00% |
11/11/2024 | 12.00% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 78,344 | 88,344 | 100.00% | 100.00% |
08/11/2024 | 10.35% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 91,781 | 101,781 | 100.00% | 100.00% |
07/11/2024 | 10.57% | 0.09 | 0.10 | 700,000 | 700,000 | 700,000 | 700,000 | 62,790 | 69,790 | 100.00% | 100.00% |
06/11/2024 | 7.98% | 0.13 | 0.14 | 700,000 | 700,000 | 700,000 | 700,000 | 84,477 | 91,477 | 100.00% | 100.00% |
05/11/2024 | 7.41% | 0.13 | 0.14 | 600,000 | 600,000 | 600,000 | 600,000 | 78,000 | 84,000 | 100.00% | 100.00% |