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 | 50.35% | 0.02 | 0.03 | 300,000 | 100,000 | 488,341 | 162,780 | 7,620 | 4,168 | 99.98% | 99.98% |
19/09/2019 | 37.88% | 0.01 | 0.02 | 750,000 | 250,000 | 509,893 | 169,964 | 11,176 | 5,425 | 99.69% | 99.69% |
18/09/2019 | 38.97% | 0.01 | 0.02 | 900,000 | 300,000 | 557,418 | 188,007 | 11,765 | 5,824 | 100.00% | 100.00% |
17/09/2019 | 18.61% | 0.03 | 0.04 | 450,000 | 150,000 | 309,898 | 103,299 | 15,211 | 6,103 | 99.84% | 99.84% |
16/09/2019 | 10.02% | 0.06 | 0.07 | 300,000 | 100,000 | 235,973 | 78,658 | 22,832 | 8,397 | 100.00% | 100.00% |
13/09/2019 | 5.14% | 0.14 | 0.15 | 150,000 | 50,000 | 150,261 | 50,087 | 28,737 | 10,080 | 99.76% | 99.76% |
12/09/2019 | 4.14% | 0.19 | 0.20 | 150,000 | 50,000 | 153,501 | 51,167 | 37,012 | 12,849 | 99.06% | 99.06% |
12/09/2019 | 4.14% | 0.19 | 0.20 | 150,000 | 50,000 | 153,501 | 51,167 | 37,012 | 12,849 | 99.06% | 99.06% |
11/09/2019 | 6.29% | 0.16 | 0.17 | 150,000 | 50,000 | 184,685 | 61,562 | 28,285 | 10,044 | 99.90% | 99.90% |