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 | - | - |
28/03/2024 | 10.13% | 0.11 | 0.12 | 173,127 | 75,000 | 173,292 | 74,763 | 16,373 | 7,810 | 99.55% | 99.55% |
27/03/2024 | 12.12% | 0.09 | 0.10 | 173,268 | 75,000 | 173,100 | 75,000 | 13,836 | 6,742 | 82.05% | 100.00% |
26/03/2024 | 9.24% | 0.08 | 0.09 | 172,756 | 75,000 | 173,328 | 75,000 | 18,722 | 8,846 | 96.80% | 100.00% |
25/03/2024 | 8.26% | 0.13 | 0.14 | 173,478 | 75,000 | 173,083 | 71,680 | 21,631 | 9,706 | 98.82% | 98.82% |
22/03/2024 | 8.20% | 0.13 | 0.14 | 173,426 | 75,000 | 173,173 | 75,000 | 20,501 | 9,627 | 100.00% | 100.00% |
21/03/2024 | 5.72% | 0.12 | 0.13 | 173,031 | 100,000 | 174,535 | 96,967 | 31,625 | 18,450 | 99.09% | 99.09% |
20/03/2024 | 2.61% | 0.35 | 0.36 | 150,000 | 100,000 | 137,243 | 100,000 | 51,963 | 38,895 | 100.00% | 100.00% |
19/03/2024 | 2.77% | 0.34 | 0.35 | 150,000 | 100,000 | 143,810 | 100,000 | 51,192 | 36,625 | 97.15% | 97.15% |
18/03/2024 | 2.78% | 0.34 | 0.35 | 150,000 | 100,000 | 146,039 | 100,000 | 51,713 | 36,474 | 100.00% | 100.00% |