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 | - | - |
20/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
19/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
18/09/2019 | 173.50% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,058 | 249,783 | 1,099 | 3,747 | 100.00% | 100.00% |
17/09/2019 | 175.00% | 0.00 | 0.02 | 25,000 | 25,000 | 25,000 | 25,000 | 25 | 375 | 87.44% | 87.44% |
16/09/2019 | 31.18% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,860 | 4,715 | 100.00% | 100.00% |
13/09/2019 | 25.79% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,189 | 5,547 | 100.00% | 100.00% |
12/09/2019 | 26.19% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,958 | 5,756 | 99.11% | 99.11% |
12/09/2019 | 26.19% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,958 | 5,756 | 99.11% | 99.11% |
11/09/2019 | 22.42% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,899 | 6,225 | 100.00% | 100.00% |