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 | - | - |
28/10/2019 | 2.16% | 0.38 | 0.39 | 250,000 | 250,000 | 249,999 | 250,000 | 116,510 | 119,011 | 99.85% | 99.85% |
25/10/2019 | 1.40% | 0.59 | 0.60 | 250,000 | 250,000 | 250,000 | 250,000 | 177,638 | 180,138 | 100.00% | 100.00% |
24/10/2019 | 1.42% | 0.72 | 0.73 | 250,000 | 250,000 | 250,000 | 250,000 | 174,612 | 177,112 | 100.00% | 100.00% |
23/10/2019 | 1.15% | 0.78 | 0.79 | 250,000 | 250,000 | 250,000 | 250,000 | 215,890 | 218,390 | 100.00% | 100.00% |
22/10/2019 | 1.38% | 0.69 | 0.70 | 250,000 | 250,000 | 250,000 | 250,000 | 179,736 | 182,236 | 100.00% | 100.00% |
21/10/2019 | 1.20% | 0.78 | 0.79 | 250,000 | 250,000 | 250,000 | 250,000 | 206,770 | 209,270 | 100.00% | 100.00% |
18/10/2019 | 1.19% | 0.86 | 0.87 | 250,000 | 245,000 | 250,000 | 249,926 | 209,213 | 211,648 | 100.00% | 100.00% |
17/10/2019 | 1.23% | 0.80 | 0.81 | 250,000 | 250,000 | 250,000 | 250,000 | 203,178 | 205,678 | 100.00% | 100.00% |
16/10/2019 | 1.10% | 0.86 | 0.87 | 250,000 | 250,000 | 250,000 | 250,000 | 227,042 | 229,542 | 97.10% | 97.10% |