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 | 6.46% | 0.15 | 0.15 | 150,000 | 50,000 | 150,000 | 50,000 | 22,472 | 7,991 | 14.42% | 100.00% |
19/09/2019 | - | 0.22 | - | 150,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
18/09/2019 | - | 0.25 | - | 150,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/09/2019 | 4.08% | 0.25 | 0.26 | 150,000 | 50,000 | 150,000 | 50,000 | 36,027 | 12,509 | 88.30% | 99.85% |
16/09/2019 | 3.35% | 0.27 | 0.28 | 150,000 | 50,000 | 156,346 | 52,115 | 45,849 | 15,804 | 100.00% | 100.00% |
13/09/2019 | 3.04% | 0.33 | 0.34 | 150,000 | 50,000 | 150,000 | 50,000 | 48,561 | 16,687 | 99.75% | 99.75% |
12/09/2019 | 3.44% | 0.32 | 0.33 | 225,000 | 75,000 | 217,043 | 72,348 | 61,894 | 21,355 | 98.72% | 98.72% |
12/09/2019 | 3.44% | 0.32 | 0.33 | 225,000 | 75,000 | 217,043 | 72,348 | 61,894 | 21,355 | 98.72% | 98.72% |
11/09/2019 | 3.86% | 0.24 | 0.25 | 225,000 | 75,000 | 225,000 | 75,000 | 57,185 | 19,812 | 99.90% | 99.90% |