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 | - | - |
19/04/2024 | 180.53% | 0.00 | 0.02 | 1,000,000 | 250,000 | 993,503 | 257,580 | 1,029 | 5,166 | 100.00% | 100.00% |
18/04/2024 | 21.20% | 0.07 | 0.08 | 850,000 | 425,000 | 974,056 | 312,738 | 42,233 | 17,585 | 100.00% | 100.00% |
17/04/2024 | 18.77% | 0.05 | 0.06 | 1,000,000 | 250,000 | 962,613 | 375,865 | 46,926 | 22,714 | 99.91% | 99.91% |
16/04/2024 | 10.24% | 0.09 | 0.10 | 575,000 | 300,000 | 546,158 | 364,274 | 50,754 | 38,561 | 100.00% | 100.00% |
15/04/2024 | 5.73% | 0.14 | 0.15 | 325,000 | 325,000 | 307,209 | 307,209 | 52,167 | 55,239 | 100.00% | 100.00% |
12/04/2024 | 5.28% | 0.14 | 0.15 | 350,000 | 350,000 | 284,391 | 284,391 | 52,509 | 55,353 | 99.83% | 99.83% |
11/04/2024 | 5.02% | 0.21 | 0.22 | 250,000 | 250,000 | 268,961 | 268,964 | 52,240 | 54,930 | 99.33% | 99.33% |
10/04/2024 | 5.58% | 0.17 | 0.18 | 300,000 | 300,000 | 300,125 | 300,125 | 52,379 | 55,381 | 97.94% | 97.94% |
09/04/2024 | 4.62% | 0.20 | 0.21 | 275,000 | 275,000 | 246,526 | 246,531 | 52,210 | 54,677 | 100.00% | 100.00% |