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 | - | - |
01/11/2019 | 1.98% | 0.50 | 0.51 | 200,000 | 200,000 | 199,995 | 199,864 | 100,327 | 102,261 | 99.54% | 99.54% |
31/10/2019 | 1.79% | 0.59 | 0.60 | 200,000 | 200,000 | 199,993 | 199,999 | 111,109 | 113,113 | 99.59% | 99.59% |
30/10/2019 | 1.56% | 0.66 | 0.67 | 200,000 | 200,000 | 199,999 | 199,940 | 127,298 | 129,261 | 97.08% | 97.08% |
29/10/2019 | 1.73% | 0.61 | 0.62 | 200,000 | 200,000 | 200,000 | 200,000 | 114,713 | 116,713 | 100.00% | 100.00% |
28/10/2019 | 1.64% | 0.54 | 0.55 | 200,000 | 200,000 | 200,000 | 200,000 | 121,454 | 123,454 | 100.00% | 100.00% |
25/10/2019 | 1.15% | 0.73 | 0.74 | 200,000 | 200,000 | 200,000 | 199,997 | 173,463 | 175,461 | 99.70% | 99.70% |
24/10/2019 | 1.12% | 0.86 | 0.87 | 200,000 | 200,000 | 200,000 | 199,968 | 177,127 | 179,098 | 100.00% | 100.00% |
23/10/2019 | 0.95% | 0.99 | 1.00 | 200,000 | 200,000 | 199,912 | 200,000 | 208,766 | 210,859 | 99.74% | 99.74% |
22/10/2019 | 1.17% | 0.87 | 0.88 | 200,000 | 200,000 | 200,000 | 199,950 | 169,404 | 171,361 | 100.00% | 100.00% |