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 | - | - |
29/11/2019 | 0.96% | 99.15 | 100.20 | 100,000 | 100,000 | 17,280 | 17,280 | 17,139 | 17,315 | 100.00% | 100.00% |
28/11/2019 | 1.04% | 99.25 | 100.20 | 2,000 | 2,000 | 3,762 | 3,762 | 3,734 | 3,773 | 83.57% | 83.57% |
27/11/2019 | 1.04% | 99.25 | 100.20 | 100,000 | 100,000 | 68,337 | 68,337 | 67,824 | 68,526 | 99.93% | 99.93% |
26/11/2019 | 1.01% | 99.25 | 100.30 | 100,000 | 100,000 | 68,314 | 68,314 | 67,828 | 68,519 | 100.00% | 100.00% |
25/11/2019 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 68,552 | 68,552 | 68,125 | 68,810 | 97.21% | 97.21% |
22/11/2019 | 0.96% | 99.40 | 100.40 | 100,000 | 100,000 | 68,325 | 68,325 | 67,941 | 68,598 | 100.00% | 100.00% |
21/11/2019 | 1.03% | 99.45 | 100.40 | 100,000 | 100,000 | 68,351 | 68,351 | 67,975 | 68,677 | 99.72% | 99.72% |
20/11/2019 | 1.01% | 99.45 | 100.50 | 100,000 | 100,000 | 68,318 | 68,318 | 67,969 | 68,660 | 100.00% | 100.00% |
19/11/2019 | 0.96% | 99.50 | 100.50 | 100,000 | 100,000 | 68,726 | 68,726 | 68,409 | 69,070 | 95.37% | 95.37% |