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 | - | - |
30/08/2024 | - | 0.02 | - | 77,133 | 0 | 0 | 0 | 0 | 0 | 0.00% | 80.06% |
29/08/2024 | - | 0.08 | - | 77,532 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.16% |
28/08/2024 | 9.46% | 0.11 | 0.22 | 77,389 | 50,000 | 54,203 | 38,494 | 11,905 | 9,183 | 28.79% | 99.98% |
27/08/2024 | 8.13% | 0.24 | 0.26 | 25,000 | 25,000 | 25,000 | 25,000 | 7,660 | 8,293 | 92.61% | 94.34% |
26/08/2024 | 4.18% | 0.32 | 0.34 | 80,946 | 50,000 | 81,314 | 50,000 | 28,006 | 17,955 | 100.00% | 100.00% |
23/08/2024 | 6.70% | 0.24 | 0.25 | 79,699 | 50,000 | 79,821 | 50,000 | 17,621 | 11,800 | 67.32% | 99.62% |
22/08/2024 | - | 0.13 | - | 78,580 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.28% |
21/08/2024 | 9.52% | 0.17 | 0.22 | 79,256 | 50,000 | 79,747 | 50,000 | 15,949 | 11,000 | 0.81% | 99.90% |
20/08/2024 | - | 0.19 | - | 79,934 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |