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 | - | - |
20/12/2024 | 20.21% | 0.04 | 0.05 | 80,000 | 80,000 | 80,000 | 80,000 | 3,572 | 4,372 | 100.00% | 100.00% |
19/12/2024 | 15.41% | 0.07 | 0.08 | 80,000 | 80,000 | 79,972 | 79,972 | 4,846 | 5,646 | 98.72% | 98.86% |
18/12/2024 | 8.07% | 0.11 | 0.12 | 70,000 | 70,000 | 70,000 | 70,000 | 8,341 | 9,041 | 99.56% | 99.56% |
17/12/2024 | 6.72% | 0.13 | 0.14 | 70,000 | 70,000 | 70,000 | 70,000 | 10,112 | 10,812 | 99.63% | 99.63% |
16/12/2024 | 6.26% | 0.15 | 0.16 | 70,000 | 70,000 | 70,000 | 70,000 | 10,834 | 11,534 | 100.00% | 100.00% |
13/12/2024 | 5.25% | 0.16 | 0.17 | 80,000 | 80,000 | 78,373 | 78,373 | 14,550 | 15,333 | 100.00% | 100.00% |
12/12/2024 | 5.58% | 0.17 | 0.18 | 80,000 | 80,000 | 80,000 | 80,000 | 13,956 | 14,756 | 99.43% | 99.43% |
11/12/2024 | 5.45% | 0.19 | 0.20 | 80,000 | 80,000 | 80,000 | 80,000 | 14,302 | 15,102 | 99.75% | 99.75% |
10/12/2024 | 5.70% | 0.16 | 0.17 | 80,000 | 80,000 | 80,000 | 80,000 | 13,648 | 14,448 | 99.72% | 99.72% |