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 | - | - |
04/04/2024 | 2.77% | 1.76 | 1.79 | 40,000 | 17,700 | 10,410 | 10,410 | 19,560 | 20,105 | 78.95% | 99.26% |
03/04/2024 | 1.87% | 2.09 | 2.11 | 17,700 | 17,700 | 12,059 | 12,059 | 28,841 | 29,351 | 99.97% | 99.97% |
28/03/2024 | 1.56% | 2.47 | 2.49 | 17,900 | 17,900 | 13,232 | 13,232 | 32,767 | 33,246 | 100.00% | 100.00% |
27/03/2024 | 1.46% | 2.79 | 2.81 | 18,100 | 18,100 | 13,357 | 13,357 | 36,632 | 37,114 | 99.98% | 99.98% |
26/03/2024 | 1.62% | 2.51 | 2.53 | 18,000 | 18,000 | 13,285 | 13,285 | 32,942 | 33,423 | 99.95% | 99.95% |
25/03/2024 | 1.45% | 2.50 | 2.52 | 18,000 | 18,000 | 13,345 | 13,345 | 35,656 | 36,139 | 100.00% | 100.00% |
22/03/2024 | 1.41% | 2.76 | 2.78 | 18,100 | 18,100 | 13,395 | 13,395 | 37,735 | 38,219 | 100.00% | 100.00% |
21/03/2024 | 1.50% | 2.55 | 2.57 | 18,100 | 18,100 | 13,482 | 13,482 | 34,820 | 35,303 | 96.70% | 96.70% |
20/03/2024 | 1.23% | 3.40 | 3.42 | 18,600 | 18,600 | 13,514 | 13,514 | 44,319 | 44,815 | 97.45% | 97.45% |