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 | 1,13% | 87,28 % | 88,28 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 762 CAD | 8 862 CAD | 100,00% | 100,00% |
19/11/2024 | 1,14% | 87,19 % | 88,19 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 724 CAD | 8 824 CAD | 55,30% | 55,30% |
18/11/2024 | 1,13% | 88,13 % | 89,13 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 779 CAD | 8 879 CAD | 100,00% | 100,00% |
15/11/2024 | 1,13% | 87,93 % | 88,93 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 825 CAD | 8 925 CAD | 100,00% | 100,00% |
14/11/2024 | 1,12% | 88,87 % | 89,87 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 842 CAD | 8 942 CAD | 100,00% | 100,00% |
13/11/2024 | 1,14% | 87,11 % | 88,11 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 717 CAD | 8 817 CAD | 100,00% | 100,00% |
12/11/2024 | 1,14% | 87,05 % | 88,05 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 752 CAD | 8 852 CAD | 100,00% | 100,00% |
11/11/2024 | 1,13% | 87,50 % | 88,50 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 763 CAD | 8 863 CAD | 99,86% | 99,86% |
08/11/2024 | 1,13% | 87,57 % | 88,57 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 789 CAD | 8 889 CAD | 97,13% | 97,13% |
07/11/2024 | 1,12% | 88,89 % | 89,89 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 875 CAD | 8 975 CAD | 100,00% | 100,00% |