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 | 42.85% | 0.05 | 0.08 | 500,000 | 50,000 | 223,419 | 50,000 | 9,842 | 3,150 | 100.00% | 100.00% |
14/03/2019 | 41.86% | 0.03 | 0.05 | 150,000 | 50,000 | 150,000 | 50,000 | 4,993 | 2,536 | 100.00% | 100.00% |
13/03/2019 | 40.98% | 0.03 | 0.05 | 150,000 | 50,000 | 150,000 | 50,000 | 4,947 | 2,471 | 99.57% | 99.57% |
12/03/2019 | 38.23% | 0.03 | 0.05 | 150,000 | 50,000 | 150,000 | 50,000 | 5,617 | 2,724 | 100.00% | 100.00% |
11/03/2019 | 43.53% | 0.04 | 0.06 | 150,000 | 50,000 | 150,000 | 50,000 | 4,900 | 2,516 | 99.92% | 99.92% |
08/03/2019 | 54.77% | 0.02 | 0.04 | 150,000 | 50,000 | 150,000 | 50,000 | 3,631 | 2,086 | 99.98% | 99.98% |
07/03/2019 | 19.32% | 0.07 | 0.08 | 150,000 | 50,000 | 150,000 | 50,000 | 12,067 | 4,891 | 100.00% | 100.00% |
06/03/2019 | 20.08% | 0.11 | 0.14 | 150,000 | 50,000 | 150,000 | 50,000 | 17,398 | 7,093 | 100.00% | 100.00% |
05/03/2019 | 21.60% | 0.12 | 0.14 | 150,000 | 50,000 | 150,000 | 50,000 | 15,724 | 6,511 | 99.26% | 99.26% |