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 | - | - | 0.05 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/09/2019 | - | 0.01 | 0.07 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 92.19% |
18/09/2019 | 122.99% | 0.02 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 5,034 | 21,052 | 98.52% | 98.52% |
17/09/2019 | 92.61% | 0.02 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 8,793 | 23,793 | 98.45% | 98.45% |
16/09/2019 | 125.30% | 0.02 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 4,915 | 19,915 | 86.70% | 86.70% |
13/09/2019 | 70.42% | 0.02 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 9,297 | 19,297 | 98.25% | 98.25% |
12/09/2019 | 57.59% | 0.03 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 12,439 | 22,439 | 97.38% | 97.44% |
12/09/2019 | 57.59% | 0.03 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 12,439 | 22,439 | 97.38% | 97.44% |
11/09/2019 | 30.90% | 0.05 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 27,590 | 37,590 | 97.68% | 97.68% |