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 | - | - |
28/03/2024 | 1.00% | 99.20 | 100.20 | 75,000 | 15,000 | 75,000 | 15,000 | 74,400 | 15,030 | 100.00% | 100.00% |
27/03/2024 | 0.80% | 99.30 | 100.10 | 750,000 | 150,000 | 306,689 | 61,337 | 304,542 | 61,398 | 100.00% | 100.00% |
26/03/2024 | 0.80% | 99.40 | 100.20 | 750,000 | 150,000 | 302,365 | 60,472 | 300,551 | 60,593 | 99.01% | 99.01% |
25/03/2024 | 1.00% | 99.30 | 100.30 | 750,000 | 150,000 | 306,954 | 61,391 | 304,805 | 61,575 | 100.00% | 100.00% |
22/03/2024 | 1.00% | 99.40 | 100.40 | 750,000 | 150,000 | 306,770 | 61,353 | 304,929 | 61,599 | 100.00% | 100.00% |
21/03/2024 | 0.80% | 99.50 | 100.30 | 750,000 | 150,000 | 310,132 | 62,026 | 308,581 | 62,212 | 98.59% | 98.59% |
20/03/2024 | 0.80% | 99.60 | 100.40 | 750,000 | 150,000 | 306,949 | 61,390 | 305,721 | 61,635 | 100.00% | 100.00% |
19/03/2024 | 1.15% | 99.50 | 100.50 | 750,000 | 150,000 | 292,737 | 58,394 | 291,246 | 58,692 | 99.85% | 99.85% |
18/03/2024 | 1.01% | 99.50 | 100.50 | 750,000 | 150,000 | 318,337 | 63,654 | 316,743 | 63,973 | 94.79% | 94.79% |