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 | - | - |
26/07/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/07/2019 | - | 0.01 | 0.08 | 47,000 | 47,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/07/2019 | 5.67% | 0.13 | 0.16 | 47,000 | 47,000 | 53,545 | 53,549 | 9,702 | 10,251 | 92.20% | 92.20% |
23/07/2019 | 6.93% | 0.11 | 0.17 | 47,000 | 47,000 | 51,611 | 51,610 | 10,060 | 10,659 | 98.50% | 98.50% |
22/07/2019 | 2.38% | 0.44 | 0.45 | 57,000 | 57,000 | 57,000 | 57,000 | 23,769 | 24,339 | 100.00% | 100.00% |
19/07/2019 | 2.39% | 0.49 | 0.50 | 57,000 | 57,000 | 56,856 | 56,856 | 24,355 | 24,924 | 100.00% | 100.00% |
18/07/2019 | 2.29% | 0.45 | 0.46 | 57,000 | 57,000 | 57,000 | 57,000 | 24,815 | 25,385 | 100.00% | 100.00% |
17/07/2019 | 3.79% | 0.34 | 0.35 | 57,000 | 57,000 | 56,119 | 56,119 | 14,749 | 15,311 | 100.00% | 100.00% |
16/07/2019 | 3.28% | 0.25 | 0.26 | 56,000 | 56,000 | 56,515 | 56,515 | 17,383 | 17,949 | 100.00% | 100.00% |