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 | - | - |
09/08/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
08/08/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07/08/2019 | 2.63% | 0.22 | 0.23 | 230,000 | 25,000 | 138,422 | 25,000 | 52,041 | 10,383 | 99.84% | 99.84% |
06/08/2019 | 1.16% | 0.77 | 0.78 | 70,000 | 25,000 | 62,014 | 25,000 | 52,952 | 21,634 | 100.00% | 100.00% |
05/08/2019 | 1.27% | 0.93 | 0.94 | 60,000 | 25,000 | 69,493 | 25,000 | 54,506 | 19,876 | 100.00% | 100.00% |
02/08/2019 | 0.93% | 0.97 | 0.98 | 60,000 | 25,000 | 50,068 | 25,000 | 54,823 | 27,649 | 99.05% | 99.05% |
31/07/2019 | 1.25% | 0.86 | 0.87 | 60,000 | 25,000 | 67,295 | 25,000 | 55,013 | 20,716 | 99.98% | 99.98% |
30/07/2019 | 1.28% | 0.75 | 0.76 | 70,000 | 25,000 | 69,500 | 25,000 | 55,211 | 20,118 | 99.16% | 99.16% |
29/07/2019 | 1.12% | 0.88 | 0.89 | 60,000 | 25,000 | 60,000 | 25,000 | 53,060 | 22,359 | 99.84% | 99.84% |