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 | 2.38% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 62,265 | 63,765 | 100.00% | 100.00% |
19/09/2019 | 2.34% | 0.43 | 0.44 | 160,000 | 160,000 | 160,000 | 160,000 | 67,496 | 69,096 | 99.94% | 99.94% |
18/09/2019 | 2.70% | 0.37 | 0.38 | 160,000 | 160,000 | 160,000 | 160,000 | 58,552 | 60,152 | 100.00% | 100.00% |
17/09/2019 | 2.95% | 0.32 | 0.33 | 160,000 | 160,000 | 160,000 | 160,000 | 53,458 | 55,058 | 100.00% | 100.00% |
16/09/2019 | 2.47% | 0.41 | 0.42 | 160,000 | 160,000 | 160,000 | 160,000 | 63,939 | 65,539 | 100.00% | 100.00% |
13/09/2019 | 2.24% | 0.44 | 0.45 | 160,000 | 160,000 | 160,000 | 160,000 | 70,553 | 72,153 | 100.00% | 100.00% |
12/09/2019 | 2.16% | 0.44 | 0.45 | 160,000 | 160,000 | 160,000 | 160,000 | 73,480 | 75,080 | 100.00% | 100.00% |
12/09/2019 | 2.16% | 0.44 | 0.45 | 160,000 | 160,000 | 160,000 | 160,000 | 73,480 | 75,080 | 100.00% | 100.00% |
11/09/2019 | 2.38% | 0.43 | 0.44 | 160,000 | 160,000 | 160,000 | 160,000 | 66,538 | 68,138 | 100.00% | 100.00% |