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 | - | - |
16/10/2019 | 1.91% | 0.46 | 0.47 | 750,000 | 750,000 | 749,997 | 749,990 | 392,259 | 399,756 | 93.86% | 93.86% |
15/10/2019 | 1.36% | 0.51 | 0.52 | 750,000 | 750,000 | 749,994 | 749,981 | 554,784 | 562,275 | 95.15% | 95.15% |
14/10/2019 | 1.01% | 0.90 | 0.91 | 750,000 | 750,000 | 749,995 | 750,000 | 737,622 | 745,126 | 95.06% | 95.06% |
11/10/2019 | 0.90% | 0.94 | 0.95 | 750,000 | 750,000 | 750,000 | 749,963 | 839,434 | 846,895 | 94.48% | 94.48% |
10/10/2019 | 0.58% | 1.54 | 1.55 | 750,000 | 750,000 | 749,996 | 749,967 | 1,292,050 | 1,299,500 | 97.89% | 97.89% |
09/10/2019 | 0.57% | 1.77 | 1.78 | 750,000 | 745,000 | 749,970 | 749,712 | 1,322,730 | 1,329,780 | 96.63% | 96.63% |
08/10/2019 | 0.52% | 1.94 | 1.95 | 750,000 | 750,000 | 750,000 | 750,000 | 1,454,250 | 1,461,750 | 93.29% | 93.29% |
07/10/2019 | 0.53% | 1.76 | 1.77 | 750,000 | 750,000 | 750,000 | 749,999 | 1,407,580 | 1,415,080 | 98.73% | 98.73% |
04/10/2019 | 0.48% | 1.99 | 2.00 | 750,000 | 750,000 | 750,000 | 749,981 | 1,563,860 | 1,571,320 | 99.19% | 99.19% |