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 | - | - |
23/10/2019 | 2.72% | 0.32 | 0.33 | 750,000 | 750,000 | 750,000 | 749,987 | 274,536 | 282,032 | 98.84% | 98.84% |
22/10/2019 | 2.68% | 0.37 | 0.38 | 750,000 | 750,000 | 749,995 | 750,000 | 277,252 | 284,754 | 99.43% | 99.43% |
21/10/2019 | 2.23% | 0.36 | 0.37 | 750,000 | 750,000 | 749,986 | 750,000 | 340,639 | 348,148 | 99.50% | 99.50% |
18/10/2019 | 1.58% | 0.66 | 0.67 | 750,000 | 750,000 | 750,000 | 749,960 | 474,105 | 481,580 | 100.00% | 100.00% |
17/10/2019 | 1.92% | 0.55 | 0.56 | 750,000 | 750,000 | 749,966 | 750,000 | 393,621 | 401,139 | 97.44% | 97.44% |
16/10/2019 | 1.55% | 0.58 | 0.59 | 750,000 | 750,000 | 750,000 | 750,000 | 482,368 | 489,868 | 94.44% | 94.44% |
15/10/2019 | 1.17% | 0.63 | 0.64 | 750,000 | 750,000 | 750,000 | 750,000 | 644,741 | 652,241 | 94.99% | 94.99% |
14/10/2019 | 0.90% | 1.02 | 1.03 | 750,000 | 750,000 | 750,000 | 749,999 | 827,474 | 834,972 | 95.47% | 95.47% |
11/10/2019 | 0.81% | 1.07 | 1.08 | 750,000 | 750,000 | 750,000 | 750,000 | 929,374 | 936,874 | 94.54% | 94.54% |