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 | - | - |
15/03/2019 | 37.05% | 0.01 | 0.02 | 300,000 | 100,000 | 278,067 | 92,689 | 6,314 | 3,031 | 100.00% | 100.00% |
14/03/2019 | 33.30% | 0.02 | 0.03 | 450,000 | 150,000 | 359,361 | 119,787 | 9,025 | 4,206 | 99.90% | 99.90% |
13/03/2019 | 20.92% | 0.04 | 0.05 | 300,000 | 100,000 | 282,983 | 94,328 | 12,144 | 4,991 | 100.00% | 100.00% |
12/03/2019 | 16.45% | 0.06 | 0.07 | 225,000 | 75,000 | 252,857 | 84,286 | 14,172 | 5,567 | 100.00% | 100.00% |
11/03/2019 | 8.00% | 0.07 | 0.08 | 225,000 | 75,000 | 225,000 | 75,000 | 29,327 | 10,526 | 100.00% | 100.00% |
08/03/2019 | 6.95% | 0.17 | 0.18 | 225,000 | 75,000 | 225,000 | 75,000 | 31,460 | 11,237 | 99.86% | 99.86% |
07/03/2019 | 8.32% | 0.12 | 0.13 | 225,000 | 75,000 | 225,000 | 75,000 | 25,963 | 9,404 | 88.83% | 88.83% |
06/03/2019 | 9.71% | 0.10 | 0.11 | 225,000 | 75,000 | 225,171 | 75,057 | 22,115 | 8,122 | 100.00% | 100.00% |
05/03/2019 | 10.26% | 0.11 | 0.12 | 225,000 | 75,000 | 225,012 | 75,004 | 20,856 | 7,702 | 100.00% | 100.00% |