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 | - | - |
25/03/2024 | 1.00% | 99.10 | 100.10 | 50,000 | 10,000 | 50,000 | 10,000 | 49,550 | 10,010 | 100.00% | 100.00% |
22/03/2024 | 1.00% | 99.20 | 100.20 | 500,000 | 100,000 | 204,514 | 40,903 | 202,878 | 40,985 | 100.00% | 100.00% |
21/03/2024 | 0.80% | 99.30 | 100.10 | 500,000 | 100,000 | 206,831 | 41,366 | 205,383 | 41,408 | 98.59% | 98.59% |
20/03/2024 | 0.80% | 99.40 | 100.20 | 500,000 | 100,000 | 204,577 | 40,915 | 203,350 | 40,997 | 100.00% | 100.00% |
19/03/2024 | 1.00% | 99.30 | 100.30 | 500,000 | 100,000 | 204,851 | 40,970 | 203,417 | 41,093 | 99.85% | 99.85% |
18/03/2024 | 1.02% | 99.30 | 100.30 | 500,000 | 100,000 | 212,153 | 42,431 | 210,666 | 42,558 | 94.80% | 94.80% |
15/03/2024 | 0.82% | 99.40 | 100.20 | 500,000 | 100,000 | 203,192 | 40,638 | 201,970 | 40,720 | 100.00% | 100.00% |
14/03/2024 | 0.80% | 99.50 | 100.30 | 500,000 | 100,000 | 204,591 | 40,918 | 203,568 | 41,041 | 100.00% | 100.00% |
13/03/2024 | 1.01% | 99.40 | 100.40 | 500,000 | 100,000 | 204,141 | 40,828 | 202,915 | 40,992 | 100.00% | 100.00% |