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 | 99.66% | 99.66% |
19/12/2024 | 100.00% | 0.01 | 0.02 | 250,000 | 250,000 | 599,235 | 250,000 | 2,996 | 3,750 | 98.14% | 98.14% |
18/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 992,103 | 250,000 | 4,961 | 3,750 | 96.37% | 96.37% |
17/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 996,090 | 250,000 | 4,980 | 3,750 | 99.39% | 99.39% |
16/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 996,034 | 250,000 | 4,980 | 3,750 | 99.39% | 99.39% |
13/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 995,144 | 250,000 | 4,976 | 3,750 | 99.38% | 99.38% |
12/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 993,944 | 250,000 | 4,970 | 3,750 | 95.27% | 95.27% |
11/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 | 3,750 | 99.39% | 99.39% |
10/12/2024 | 100.00% | 0.01 | 0.02 | 1,000,000 | 250,000 | 991,934 | 250,000 | 4,960 | 3,750 | 99.39% | 99.39% |