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 | 250,000 | 63,000 | 250,000 | 63,000 | 250 | 1,260 | 94.59% | 94.59% |
19/12/2024 | 163.64% | 0.00 | 0.01 | 250,000 | 63,000 | 428,444 | 108,301 | 428 | 1,083 | 95.80% | 95.80% |
18/12/2024 | 163.64% | 0.00 | 0.01 | 1,000,000 | 250,000 | 985,172 | 250,000 | 985 | 2,500 | 96.56% | 96.56% |
17/12/2024 | 163.64% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,500 | 100.00% | 100.00% |
16/12/2024 | 163.64% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,500 | 100.00% | 100.00% |
13/12/2024 | 162.64% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,063 | 2,526 | 100.00% | 100.00% |
12/12/2024 | 116.67% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,945 | 3,726 | 100.00% | 100.00% |
11/12/2024 | 112.58% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,203 | 3,750 | 100.00% | 100.00% |
10/12/2024 | 104.95% | 0.01 | 0.02 | 1,000,000 | 250,000 | 991,951 | 250,000 | 4,654 | 3,750 | 98.53% | 98.53% |