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 | 0.84% | 1.18 | 1.19 | 50,000 | 50,000 | 50,000 | 50,000 | 59,532 | 60,032 | 100.00% | 100.00% |
19/09/2019 | 0.82% | 1.21 | 1.22 | 50,000 | 50,000 | 50,000 | 50,000 | 60,667 | 61,167 | 99.89% | 99.89% |
18/09/2019 | 0.82% | 1.23 | 1.24 | 50,000 | 50,000 | 50,000 | 50,000 | 61,062 | 61,562 | 100.00% | 100.00% |
17/09/2019 | 0.81% | 1.22 | 1.23 | 50,000 | 50,000 | 50,000 | 50,000 | 61,763 | 62,263 | 100.00% | 100.00% |
16/09/2019 | 0.80% | 1.25 | 1.26 | 50,000 | 50,000 | 50,000 | 50,000 | 62,280 | 62,780 | 100.00% | 100.00% |
13/09/2019 | 0.83% | 1.20 | 1.21 | 50,000 | 50,000 | 50,000 | 50,000 | 59,733 | 60,233 | 100.00% | 100.00% |
12/09/2019 | 0.84% | 1.18 | 1.19 | 50,000 | 50,000 | 50,000 | 50,000 | 59,406 | 59,906 | 100.00% | 100.00% |
12/09/2019 | 0.84% | 1.18 | 1.19 | 50,000 | 50,000 | 50,000 | 50,000 | 59,406 | 59,906 | 100.00% | 100.00% |
11/09/2019 | 0.85% | 1.19 | 1.20 | 50,000 | 50,000 | 50,000 | 50,000 | 58,788 | 59,288 | 100.00% | 100.00% |