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 | 1.42% | 1.41 | 1.43 | 450,000 | 150,000 | 450,000 | 150,000 | 629,881 | 212,960 | 100.00% | 100.00% |
19/09/2019 | 1.35% | 1.44 | 1.46 | 450,000 | 150,000 | 450,000 | 150,000 | 662,752 | 223,917 | 100.00% | 100.00% |
18/09/2019 | 1.34% | 1.48 | 1.50 | 450,000 | 150,000 | 450,000 | 150,000 | 668,677 | 225,892 | 100.00% | 100.00% |
17/09/2019 | 1.45% | 1.41 | 1.43 | 450,000 | 150,000 | 450,000 | 150,000 | 614,941 | 207,980 | 99.93% | 99.93% |
16/09/2019 | 1.45% | 1.41 | 1.43 | 450,000 | 150,000 | 450,000 | 150,000 | 614,270 | 207,757 | 99.99% | 99.99% |
13/09/2019 | 1.33% | 1.51 | 1.53 | 450,000 | 150,000 | 450,000 | 150,000 | 670,223 | 226,408 | 99.82% | 99.82% |
12/09/2019 | 1.44% | 1.37 | 1.39 | 450,000 | 150,000 | 450,000 | 150,000 | 621,941 | 210,314 | 97.22% | 97.22% |
12/09/2019 | 1.44% | 1.37 | 1.39 | 450,000 | 150,000 | 450,000 | 150,000 | 621,941 | 210,314 | 97.22% | 97.22% |
11/09/2019 | 1.56% | 1.32 | 1.34 | 450,000 | 150,000 | 450,000 | 150,000 | 572,898 | 193,966 | 99.98% | 99.98% |