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 | - | - |
24/04/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/04/2024 | - | 99.60 | 100.10 | 1,000,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/04/2024 | 0.50% | 99.65 | 100.15 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,500 | 500,750 | 98.62% | 98.62% |
19/04/2024 | 0.50% | 99.55 | 100.05 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,235 | 500,117 | 95.95% | 95.95% |
18/04/2024 | 0.50% | 99.55 | 100.05 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,126 | 500,063 | 96.28% | 96.28% |
17/04/2024 | 0.50% | 99.55 | 100.05 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,223 | 500,112 | 98.71% | 98.71% |
16/04/2024 | 0.50% | 99.50 | 100.00 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,080 | 500,040 | 98.66% | 98.66% |
15/04/2024 | 0.50% | 99.45 | 99.95 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,676 | 499,838 | 94.50% | 94.50% |
12/04/2024 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,797 | 499,898 | 92.78% | 92.78% |