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 | - | - |
21/11/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/11/2018 | 8.45% | 0.02 | 0.07 | 750,000 | 750,000 | 749,980 | 749,898 | 136,766 | 145,031 | 67.63% | 67.63% |
19/11/2018 | 1.45% | 0.52 | 0.53 | 750,000 | 750,000 | 750,000 | 749,999 | 520,263 | 527,763 | 100.00% | 100.00% |
16/11/2018 | 1.38% | 0.73 | 0.74 | 750,000 | 750,000 | 749,892 | 749,970 | 552,159 | 559,720 | 97.73% | 97.73% |
15/11/2018 | 1.20% | 0.70 | 0.71 | 750,000 | 750,000 | 750,000 | 749,997 | 629,666 | 637,164 | 96.67% | 96.67% |
14/11/2018 | 1.09% | 0.88 | 0.89 | 750,000 | 750,000 | 749,984 | 749,992 | 698,186 | 705,697 | 96.76% | 96.76% |
13/11/2018 | 1.19% | 0.94 | 0.95 | 750,000 | 750,000 | 749,998 | 749,995 | 629,862 | 637,359 | 94.58% | 94.58% |
12/11/2018 | 1.15% | 0.68 | 0.69 | 750,000 | 750,000 | 749,958 | 749,982 | 654,509 | 662,026 | 99.16% | 99.16% |
09/11/2018 | 0.98% | 1.09 | 1.10 | 750,000 | 750,000 | 750,000 | 750,000 | 761,756 | 769,256 | 99.48% | 99.48% |