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 | 180.95% | 0.00 | 0.02 | 1,000,000 | 250,000 | 680,221 | 170,271 | 680 | 3,405 | 94.60% | 94.60% |
19/12/2024 | 163.64% | 0.00 | 0.01 | 250,000 | 63,000 | 428,689 | 108,326 | 429 | 1,083 | 95.72% | 95.72% |
18/12/2024 | 96.74% | 0.01 | 0.02 | 1,000,000 | 250,000 | 985,213 | 250,000 | 5,415 | 3,872 | 96.55% | 96.55% |
17/12/2024 | 61.62% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,985 | 5,496 | 100.00% | 100.00% |
16/12/2024 | 63.97% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,810 | 5,203 | 100.00% | 100.00% |
13/12/2024 | 48.36% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,864 | 6,466 | 100.00% | 100.00% |
12/12/2024 | 46.61% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,728 | 6,682 | 100.00% | 100.00% |
11/12/2024 | 40.77% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,130 | 7,532 | 100.00% | 100.00% |
10/12/2024 | 30.89% | 0.02 | 0.03 | 1,000,000 | 250,000 | 991,725 | 250,000 | 27,925 | 9,543 | 98.55% | 98.55% |