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 | - | - |
28/09/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/09/2018 | 7.72% | 0.16 | 0.18 | 320,000 | 50,000 | 203,013 | 50,000 | 50,438 | 13,918 | 17.13% | 17.13% |
26/09/2018 | 4.12% | 0.43 | 0.45 | 120,000 | 50,000 | 109,633 | 50,000 | 52,195 | 24,916 | 100.00% | 100.00% |
25/09/2018 | 3.15% | 0.60 | 0.62 | 90,000 | 50,000 | 84,565 | 50,000 | 52,805 | 32,270 | 100.00% | 100.00% |
24/09/2018 | 3.12% | 0.59 | 0.61 | 90,000 | 50,000 | 84,538 | 50,000 | 53,329 | 32,606 | 99.16% | 99.16% |
21/09/2018 | 2.77% | 0.66 | 0.68 | 80,000 | 50,000 | 73,661 | 50,000 | 52,520 | 36,704 | 100.00% | 100.00% |
20/09/2018 | 2.67% | 0.74 | 0.76 | 70,000 | 50,000 | 70,651 | 50,000 | 52,269 | 38,005 | 100.00% | 100.00% |
19/09/2018 | 2.60% | 0.74 | 0.76 | 70,000 | 50,000 | 70,000 | 50,000 | 53,081 | 38,915 | 100.00% | 100.00% |
18/09/2018 | 2.84% | 0.69 | 0.71 | 80,000 | 50,000 | 78,056 | 50,000 | 54,093 | 35,697 | 100.00% | 100.00% |