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 | 41.36% | 0.13 | 0.18 | 380,000 | 380,000 | 380,000 | 380,000 | 40,654 | 61,677 | 100.00% | 100.00% |
19/09/2019 | 32.64% | 0.19 | 0.25 | 430,000 | 430,000 | 430,000 | 430,000 | 56,147 | 77,575 | 97.67% | 97.67% |
18/09/2019 | 18.02% | 0.14 | 0.18 | 450,000 | 450,000 | 450,000 | 450,000 | 68,305 | 81,805 | 98.50% | 98.50% |
17/09/2019 | 18.09% | 0.16 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 75,705 | 90,705 | 98.45% | 98.45% |
16/09/2019 | 17.77% | 0.18 | 0.21 | 450,000 | 450,000 | 450,000 | 450,000 | 69,506 | 83,006 | 97.56% | 97.56% |
13/09/2019 | 3.37% | 0.28 | 0.29 | 430,000 | 430,000 | 430,000 | 430,000 | 126,171 | 130,471 | 96.36% | 96.36% |
12/09/2019 | 3.98% | 0.24 | 0.25 | 490,000 | 490,000 | 489,998 | 490,000 | 121,086 | 125,986 | 95.60% | 95.60% |
12/09/2019 | 3.98% | 0.24 | 0.25 | 490,000 | 490,000 | 489,998 | 490,000 | 121,086 | 125,986 | 95.60% | 95.60% |
11/09/2019 | 7.32% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 499,990 | 66,232 | 71,231 | 97.67% | 97.67% |