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 | - | - |
12/01/2024 | 2.42% | 0.24 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 41,817 | 42,817 | 71.85% | 71.85% |
11/01/2024 | 2.04% | 0.44 | 0.45 | 100,000 | 100,000 | 100,000 | 100,000 | 49,598 | 50,598 | 99.84% | 99.84% |
10/01/2024 | 1.49% | 0.64 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 67,285 | 68,285 | 100.00% | 100.00% |
09/01/2024 | 1.21% | 0.80 | 0.81 | 100,000 | 100,000 | 100,000 | 100,000 | 82,051 | 83,051 | 100.00% | 100.00% |
08/01/2024 | 1.03% | 0.86 | 0.87 | 100,000 | 100,000 | 100,000 | 100,000 | 97,230 | 98,230 | 99.34% | 99.34% |
05/01/2024 | 0.81% | 1.22 | 1.23 | 100,000 | 100,000 | 100,000 | 100,000 | 122,288 | 123,288 | 100.00% | 100.00% |
04/01/2024 | 0.78% | 1.16 | 1.17 | 100,000 | 100,000 | 100,000 | 100,000 | 128,689 | 129,689 | 100.00% | 100.00% |
03/01/2024 | 0.76% | 1.32 | 1.33 | 100,000 | 100,000 | 100,000 | 100,000 | 131,243 | 132,243 | 100.00% | 100.00% |
29/12/2023 | 0.62% | 1.62 | 1.63 | 100,000 | 100,000 | 100,000 | 100,000 | 159,688 | 160,688 | 100.00% | 100.00% |