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 | - | - |
08/02/2024 | - | 2.40 | - | 60,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.73% |
07/02/2024 | - | 2.32 | - | 260,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.24% |
06/02/2024 | 0.43% | 2.20 | 2.28 | 260,000 | 260,000 | 66,512 | 66,512 | 158,712 | 159,381 | 78.99% | 94.55% |
05/02/2024 | 0.47% | 2.24 | 2.25 | 270,000 | 270,000 | 104,017 | 104,017 | 231,283 | 232,328 | 97.04% | 97.04% |
02/02/2024 | 0.55% | 1.98 | 1.99 | 290,000 | 290,000 | 114,661 | 114,661 | 219,169 | 220,321 | 98.92% | 98.92% |
01/02/2024 | 0.60% | 1.69 | 1.70 | 310,000 | 310,000 | 127,104 | 127,104 | 217,629 | 218,905 | 99.87% | 99.87% |
31/01/2024 | 0.62% | 1.64 | 1.65 | 300,000 | 300,000 | 112,618 | 112,618 | 185,907 | 187,038 | 99.15% | 99.15% |
30/01/2024 | 0.58% | 1.80 | 1.81 | 300,000 | 300,000 | 116,900 | 116,900 | 209,404 | 210,578 | 100.00% | 100.00% |
29/01/2024 | 0.61% | 1.66 | 1.67 | 310,000 | 310,000 | 126,400 | 126,400 | 211,098 | 212,366 | 98.63% | 98.63% |