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 | - | - | 0.00 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/09/2019 | - | - | 0.00 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/09/2019 | - | - | 0.00 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/09/2019 | - | - | 0.00 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
16/09/2019 | 142.86% | 0.00 | 0.00 | 500,000 | 300,000 | 500,000 | 300,000 | 500 | 1,800 | 9.30% | 100.00% |
13/09/2019 | 96.68% | 0.00 | 0.01 | 500,000 | 300,000 | 500,000 | 300,000 | 1,378 | 2,327 | 99.82% | 99.82% |
12/09/2019 | 121.87% | 0.00 | 0.01 | 500,000 | 300,000 | 500,000 | 300,000 | 845 | 2,007 | 97.36% | 97.36% |
12/09/2019 | 121.87% | 0.00 | 0.01 | 500,000 | 300,000 | 500,000 | 300,000 | 845 | 2,007 | 97.36% | 97.36% |
11/09/2019 | 117.82% | 0.00 | 0.01 | 500,000 | 300,000 | 500,000 | 300,000 | 923 | 2,054 | 100.00% | 100.00% |