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 | - | - |
21/09/2018 | - | - | 0.02 | 0 | 90,000 | 0 | 0 | 0 | 0 | 0.00% | 99.61% |
20/09/2018 | 120.00% | 0.01 | 0.02 | 90,000 | 600,000 | 90,000 | 90,000 | 450 | 1,800 | 37.09% | 96.81% |
19/09/2018 | 64.72% | 0.02 | 0.03 | 600,000 | 600,000 | 221,961 | 221,961 | 2,467 | 4,795 | 99.27% | 99.27% |
18/09/2018 | 20.31% | 0.04 | 0.05 | 600,000 | 600,000 | 226,759 | 226,759 | 10,424 | 12,692 | 95.84% | 95.84% |
17/09/2018 | 19.41% | 0.06 | 0.07 | 600,000 | 600,000 | 222,844 | 222,852 | 11,159 | 13,388 | 98.03% | 98.03% |
14/09/2018 | 22.24% | 0.06 | 0.07 | 600,000 | 600,000 | 221,972 | 221,972 | 11,907 | 14,127 | 96.19% | 96.19% |
13/09/2018 | 37.17% | 0.04 | 0.05 | 600,000 | 600,000 | 222,640 | 222,633 | 6,535 | 8,761 | 98.02% | 98.02% |
12/09/2018 | 24.08% | 0.02 | 0.03 | 600,000 | 600,000 | 221,343 | 221,343 | 6,848 | 9,061 | 99.08% | 99.08% |
11/09/2018 | 15.41% | 0.06 | 0.07 | 600,000 | 600,000 | 223,559 | 223,559 | 13,850 | 16,086 | 97.92% | 97.92% |