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 | 100.00% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,250 | 3,750 | 99.62% | 99.62% |
19/12/2024 | 100.00% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,250 | 3,750 | 98.13% | 98.13% |
18/12/2024 | 100.00% | 0.01 | 0.02 | 250,000 | 250,000 | 467,875 | 250,000 | 2,339 | 3,750 | 96.28% | 96.28% |
17/12/2024 | 100.00% | 0.01 | 0.02 | 250,000 | 250,000 | 603,845 | 250,000 | 3,019 | 3,750 | 99.39% | 99.39% |
16/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 996,104 | 250,000 | 4,981 | 3,750 | 99.38% | 99.38% |
13/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 995,126 | 250,000 | 4,976 | 3,750 | 99.38% | 99.38% |
12/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 993,824 | 250,000 | 4,969 | 3,750 | 95.26% | 95.26% |
11/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 99.38% | 99.38% |
10/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 991,934 | 250,000 | 4,960 | 3,750 | 99.37% | 99.37% |