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 | - | - |
20/09/2024 | 0.45% | 2.21 | 2.22 | 25,000 | 25,000 | 25,000 | 25,000 | 55,872 | 56,122 | 94.99% | 94.99% |
19/09/2024 | 0.45% | 2.28 | 2.29 | 25,000 | 25,000 | 25,000 | 25,000 | 55,917 | 56,167 | 99.51% | 99.51% |
18/09/2024 | 0.49% | 2.09 | 2.10 | 25,000 | 25,000 | 25,000 | 25,000 | 51,314 | 51,564 | 100.00% | 100.00% |
12/09/2024 | 0.52% | 1.92 | 1.93 | 50,000 | 50,000 | 50,000 | 50,000 | 95,476 | 95,976 | 98.96% | 98.96% |
11/09/2024 | 0.53% | 1.84 | 1.85 | 50,000 | 50,000 | 50,000 | 50,000 | 94,666 | 95,166 | 100.00% | 100.00% |
10/09/2024 | 0.53% | 1.91 | 1.92 | 50,000 | 50,000 | 50,000 | 50,000 | 94,754 | 95,254 | 99.82% | 99.82% |
09/09/2024 | 0.53% | 1.92 | 1.93 | 50,000 | 50,000 | 50,000 | 50,000 | 94,625 | 95,125 | 99.64% | 99.64% |
06/09/2024 | 0.53% | 1.81 | 1.82 | 50,000 | 50,000 | 49,388 | 49,388 | 92,749 | 93,243 | 90.92% | 90.92% |
05/09/2024 | 0.50% | 1.95 | 1.96 | 25,000 | 25,000 | 34,275 | 34,275 | 68,351 | 68,694 | 99.85% | 99.85% |