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 | 2.41% | 0.42 | 0.43 | 120,000 | 75,000 | 125,133 | 75,000 | 51,354 | 31,563 | 100.00% | 100.00% |
22/04/2024 | 2.13% | 0.43 | 0.42 | 120,000 | 100,000 | 114,292 | 94,465 | 47,844 | 40,283 | 38.21% | 99.99% |
19/04/2024 | 6.26% | 0.37 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 21,353 | 22,722 | 98.70% | 98.70% |
18/04/2024 | 5.98% | 0.40 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 21,947 | 23,297 | 88.97% | 88.97% |
17/04/2024 | 2.02% | 1.60 | 1.63 | 40,000 | 20,000 | 39,427 | 20,000 | 61,946 | 32,096 | 89.24% | 89.24% |
16/04/2024 | 1.52% | 1.77 | 1.80 | 30,000 | 25,000 | 31,056 | 25,000 | 53,519 | 43,804 | 99.92% | 99.92% |
15/04/2024 | 2.13% | 1.43 | 1.46 | 40,000 | 25,000 | 40,658 | 25,000 | 55,323 | 34,797 | 97.47% | 97.47% |
12/04/2024 | 1.88% | 1.64 | 1.66 | 40,000 | 25,000 | 39,962 | 25,000 | 58,075 | 37,022 | 99.42% | 99.42% |
11/04/2024 | 1.70% | 1.54 | 1.57 | 40,000 | 25,000 | 39,500 | 24,756 | 59,520 | 37,967 | 97.02% | 97.02% |