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 | - | - |
25/10/2019 | 1.92% | 0.44 | 0.45 | 750,000 | 750,000 | 750,000 | 749,994 | 387,445 | 394,941 | 100.00% | 100.00% |
24/10/2019 | 2.03% | 0.48 | 0.49 | 750,000 | 750,000 | 749,996 | 749,919 | 367,003 | 374,464 | 93.86% | 93.86% |
23/10/2019 | 1.38% | 0.67 | 0.68 | 750,000 | 750,000 | 750,000 | 750,000 | 542,307 | 549,807 | 98.82% | 98.82% |
22/10/2019 | 1.37% | 0.73 | 0.74 | 750,000 | 750,000 | 750,000 | 750,000 | 544,909 | 552,409 | 99.43% | 99.43% |
21/10/2019 | 1.24% | 0.72 | 0.73 | 750,000 | 750,000 | 750,000 | 750,000 | 604,017 | 611,517 | 99.50% | 99.50% |
18/10/2019 | 1.01% | 1.02 | 1.03 | 750,000 | 750,000 | 750,000 | 750,000 | 737,621 | 745,121 | 100.00% | 100.00% |
17/10/2019 | 1.14% | 0.90 | 0.91 | 750,000 | 750,000 | 750,000 | 750,000 | 657,671 | 665,171 | 97.16% | 97.16% |
16/10/2019 | 1.00% | 0.93 | 0.94 | 750,000 | 750,000 | 750,000 | 750,000 | 746,753 | 754,253 | 93.75% | 93.75% |
15/10/2019 | 0.82% | 0.99 | 1.00 | 750,000 | 750,000 | 750,000 | 749,997 | 913,780 | 921,277 | 95.05% | 95.05% |