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 | - | - |
06/08/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05/08/2019 | 5.20% | 0.13 | 0.14 | 100,000 | 100,000 | 66,964 | 66,964 | 12,435 | 13,104 | 78.99% | 78.99% |
02/08/2019 | 3.72% | 0.22 | 0.23 | 100,000 | 100,000 | 73,150 | 73,150 | 19,266 | 19,998 | 96.48% | 96.48% |
31/07/2019 | 3.70% | 0.34 | 0.35 | 100,000 | 100,000 | 73,264 | 73,264 | 19,807 | 20,540 | 99.60% | 99.60% |
30/07/2019 | 4.46% | 0.21 | 0.22 | 100,000 | 100,000 | 75,399 | 75,399 | 16,457 | 17,211 | 85.03% | 85.03% |
29/07/2019 | 4.10% | 0.25 | 0.26 | 100,000 | 100,000 | 73,637 | 73,637 | 17,688 | 18,424 | 96.14% | 96.14% |
26/07/2019 | 3.94% | 0.23 | 0.24 | 100,000 | 100,000 | 73,351 | 73,351 | 18,144 | 18,877 | 99.25% | 99.25% |
25/07/2019 | 4.86% | 0.24 | 0.25 | 100,000 | 100,000 | 73,315 | 73,315 | 15,077 | 15,810 | 99.63% | 99.63% |
24/07/2019 | 5.23% | 0.19 | 0.20 | 100,000 | 100,000 | 73,269 | 73,269 | 13,566 | 14,299 | 99.57% | 99.57% |