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 | - | - |
23/04/2024 | - | 0.21 | - | 240,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.60% |
22/04/2024 | 5.52% | 0.25 | 0.26 | 200,000 | 100,000 | 184,558 | 94,567 | 45,884 | 24,706 | 38.22% | 99.36% |
19/04/2024 | 6.65% | 0.22 | 0.23 | 230,000 | 75,000 | 255,935 | 75,000 | 50,578 | 15,880 | 100.00% | 100.00% |
18/04/2024 | 10.68% | 0.22 | 0.23 | 230,000 | 100,000 | 182,823 | 77,511 | 32,275 | 15,321 | 98.51% | 98.51% |
17/04/2024 | 5.71% | 0.18 | 0.19 | 280,000 | 100,000 | 274,935 | 100,000 | 50,874 | 19,601 | 97.63% | 97.63% |
16/04/2024 | 18.28% | 0.16 | 0.17 | 320,000 | 100,000 | 112,370 | 28,468 | 26,432 | 7,861 | 93.03% | 93.05% |
15/04/2024 | 6.38% | 0.75 | 0.80 | 70,000 | 20,000 | 69,102 | 20,000 | 54,013 | 16,680 | 99.59% | 99.59% |
12/04/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/04/2024 | 5.80% | 0.77 | 0.82 | 70,000 | 25,000 | 67,468 | 24,756 | 54,632 | 21,278 | 98.26% | 98.26% |