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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/03/2024 | 0.97% | 919.50 | 928.50 | 780 | 780 | 780 | 780 | 717,210 | 724,228 | 60.31% | 99.94% |
12/03/2024 | 0.97% | 919.50 | 928.50 | 780 | 780 | 780 | 780 | 717,210 | 724,230 | 56.98% | 96.66% |
11/03/2024 | 0.97% | 919.50 | 928.50 | 780 | 30 | 780 | 780 | 717,210 | 724,228 | 39.40% | 76.77% |
08/03/2024 | 0.97% | 919.50 | 928.50 | 780 | 780 | 780 | 780 | 717,210 | 724,230 | 62.84% | 76.14% |
07/03/2024 | 0.97% | 919.50 | 928.50 | 780 | 709 | 780 | 780 | 717,210 | 724,230 | 94.52% | 95.47% |
06/03/2024 | 0.97% | 919.50 | 928.50 | 780 | 670 | 780 | 780 | 717,210 | 724,230 | 82.70% | 98.00% |
29/02/2024 | 1.02% | 931.00 | 940.50 | 780 | 780 | 780 | 780 | 726,179 | 733,590 | 85.43% | 93.07% |
28/02/2024 | 1.02% | 931.00 | 940.50 | 780 | 780 | 780 | 780 | 726,180 | 733,590 | 95.16% | 100.00% |
27/02/2024 | 1.02% | 931.00 | 940.50 | 780 | 780 | 780 | 780 | 726,180 | 733,590 | 81.85% | 99.44% |
26/02/2024 | 1.02% | 931.00 | 940.50 | 780 | 780 | 780 | 780 | 726,180 | 733,590 | 92.45% | 92.45% |