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 | - | - |
22/11/2019 | 1.00% | 99.20 | 100.20 | 100,000 | 100,000 | 68,323 | 68,323 | 67,777 | 68,460 | 100.00% | 100.00% |
21/11/2019 | 1.04% | 99.20 | 100.20 | 100,000 | 100,000 | 68,337 | 68,337 | 67,817 | 68,527 | 99.72% | 99.72% |
20/11/2019 | 1.01% | 99.25 | 100.30 | 100,000 | 100,000 | 68,318 | 68,318 | 67,832 | 68,523 | 100.00% | 100.00% |
19/11/2019 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 68,721 | 68,721 | 68,240 | 68,927 | 95.37% | 95.37% |
18/11/2019 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 68,748 | 68,748 | 68,319 | 69,006 | 94.94% | 94.94% |
15/11/2019 | 1.04% | 99.40 | 100.40 | 100,000 | 100,000 | 68,331 | 68,331 | 67,948 | 68,657 | 99.91% | 99.91% |
14/11/2019 | 1.01% | 99.45 | 100.50 | 100,000 | 100,000 | 68,318 | 68,318 | 67,969 | 68,660 | 100.00% | 100.00% |
13/11/2019 | 1.00% | 99.50 | 100.50 | 100,000 | 100,000 | 68,328 | 68,328 | 67,986 | 68,669 | 100.00% | 100.00% |
12/11/2019 | 1.04% | 99.50 | 100.50 | 100,000 | 100,000 | 68,319 | 68,319 | 68,004 | 68,710 | 100.00% | 100.00% |