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 | 38.70% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 15,981 | 7,827 | 99.19% | 99.19% |
19/09/2019 | 22.17% | 0.04 | 0.05 | 750,000 | 250,000 | 750,000 | 250,000 | 30,298 | 12,599 | 99.92% | 99.92% |
18/09/2019 | 18.69% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 36,560 | 14,687 | 100.00% | 100.00% |
17/09/2019 | 29.02% | 0.03 | 0.04 | 750,000 | 250,000 | 750,000 | 250,000 | 22,240 | 9,913 | 100.00% | 100.00% |
16/09/2019 | 21.33% | 0.04 | 0.05 | 750,000 | 250,000 | 750,000 | 250,000 | 31,708 | 13,069 | 99.95% | 99.95% |
13/09/2019 | 17.73% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 38,723 | 15,408 | 100.00% | 100.00% |
12/09/2019 | 14.45% | 0.06 | 0.07 | 750,000 | 250,000 | 750,000 | 250,000 | 48,686 | 18,729 | 99.36% | 99.36% |
12/09/2019 | 14.45% | 0.06 | 0.07 | 750,000 | 250,000 | 750,000 | 250,000 | 48,686 | 18,729 | 99.36% | 99.36% |
11/09/2019 | 17.01% | 0.06 | 0.07 | 750,000 | 250,000 | 750,000 | 250,000 | 42,071 | 16,524 | 98.27% | 98.27% |