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 | 21.81% | 0.04 | 0.05 | 1,000,000 | 250,000 | 980,571 | 288,042 | 40,337 | 14,775 | 99.90% | 99.90% |
19/12/2024 | 15.05% | 0.06 | 0.07 | 850,000 | 425,000 | 817,019 | 415,419 | 50,213 | 29,696 | 98.15% | 98.15% |
18/12/2024 | 12.10% | 0.08 | 0.09 | 625,000 | 325,000 | 648,443 | 335,485 | 50,336 | 29,394 | 96.40% | 96.40% |
17/12/2024 | 9.98% | 0.09 | 0.10 | 600,000 | 300,000 | 528,919 | 423,184 | 50,357 | 45,172 | 99.39% | 99.39% |
16/12/2024 | 9.25% | 0.10 | 0.11 | 500,000 | 500,000 | 492,484 | 486,569 | 50,817 | 55,122 | 99.38% | 99.38% |
13/12/2024 | 8.86% | 0.10 | 0.11 | 500,000 | 500,000 | 477,273 | 477,272 | 51,498 | 56,271 | 99.39% | 99.39% |
12/12/2024 | 7.74% | 0.12 | 0.13 | 425,000 | 425,000 | 414,651 | 414,651 | 51,550 | 55,696 | 95.41% | 95.41% |
11/12/2024 | 14.75% | 0.14 | 0.15 | 475,000 | 475,000 | 781,953 | 429,381 | 50,223 | 33,358 | 99.39% | 99.39% |
10/12/2024 | 9.74% | 0.11 | 0.12 | 475,000 | 475,000 | 522,152 | 427,821 | 51,019 | 46,866 | 99.38% | 99.38% |