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 | - | - |
25/07/2024 | 10.53% | 0.06 | 0.10 | 161,362 | 50,000 | 158,345 | 50,000 | 14,251 | 5,000 | 1.17% | 19.76% |
24/07/2024 | 7.05% | 0.12 | 0.13 | 156,258 | 50,000 | 155,603 | 50,000 | 21,365 | 7,366 | 100.00% | 100.00% |
23/07/2024 | 6.61% | 0.14 | 0.15 | 155,835 | 50,000 | 155,202 | 50,000 | 22,766 | 7,836 | 98.60% | 98.60% |
22/07/2024 | 7.45% | 0.16 | 0.17 | 153,486 | 50,000 | 156,427 | 50,000 | 20,616 | 7,101 | 100.00% | 100.00% |
19/07/2024 | 7.82% | 0.11 | 0.12 | 158,849 | 50,000 | 157,035 | 50,000 | 19,507 | 6,716 | 95.48% | 95.48% |
18/07/2024 | 6.39% | 0.15 | 0.16 | 154,348 | 50,000 | 153,723 | 50,000 | 23,328 | 8,088 | 100.00% | 100.00% |
17/07/2024 | 5.83% | 0.15 | 0.16 | 154,283 | 50,000 | 153,174 | 50,000 | 25,697 | 8,892 | 100.00% | 100.00% |
16/07/2024 | 4.82% | 0.19 | 0.20 | 152,312 | 50,000 | 151,469 | 50,000 | 30,693 | 10,633 | 100.00% | 100.00% |
15/07/2024 | 4.60% | 0.21 | 0.22 | 151,012 | 50,000 | 150,208 | 50,000 | 32,038 | 11,172 | 99.71% | 99.71% |