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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.19% |
19/09/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,969 | 1,000,000 | 5,000 | 20,000 | 45.09% | 93.95% |
18/09/2019 | 66.06% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,986 | 1,000,000 | 10,181 | 20,181 | 99.40% | 99.40% |
17/09/2019 | 41.23% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,680 | 29,680 | 100.00% | 100.00% |
16/09/2019 | 40.99% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,742 | 1,000,000 | 19,802 | 29,807 | 100.00% | 100.00% |
13/09/2019 | 51.83% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,963 | 1,000,000 | 14,754 | 24,755 | 100.00% | 100.00% |
12/09/2019 | 22.63% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 999,948 | 41,488 | 51,486 | 90.70% | 90.70% |
12/09/2019 | 22.63% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 999,948 | 41,488 | 51,486 | 90.70% | 90.70% |
11/09/2019 | 15.86% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 999,987 | 1,000,000 | 58,194 | 68,195 | 99.73% | 99.73% |