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 | 25,000 | 25,000 | 25,975 | 25,225 | 26 | 378 | 100.00% | 100.00% |
19/09/2019 | 27.68% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,904 | 5,226 | 100.00% | 100.00% |
18/09/2019 | 19.58% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,267 | 7,067 | 100.00% | 100.00% |
17/09/2019 | 21.05% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,457 | 6,614 | 100.00% | 100.00% |
16/09/2019 | 17.80% | 0.03 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,694 | 7,674 | 100.00% | 100.00% |
13/09/2019 | 15.19% | 0.04 | 0.04 | 1,000,000 | 250,000 | 999,848 | 250,000 | 30,497 | 8,875 | 100.00% | 100.00% |
12/09/2019 | 16.82% | 0.03 | 0.03 | 1,000,000 | 250,000 | 992,297 | 250,000 | 27,555 | 8,200 | 99.84% | 99.84% |
12/09/2019 | 16.82% | 0.03 | 0.03 | 1,000,000 | 250,000 | 992,297 | 250,000 | 27,555 | 8,200 | 99.84% | 99.84% |
11/09/2019 | 17.09% | 0.03 | 0.03 | 1,000,000 | 250,000 | 999,995 | 250,000 | 26,977 | 7,994 | 96.71% | 96.71% |