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 | 175.00% | 0.00 | 0.02 | 250,000 | 250,000 | 312,833 | 250,000 | 313 | 3,750 | 99.38% | 100.00% |
19/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
18/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
17/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
16/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
13/09/2019 | 151.13% | 0.00 | 0.02 | 1,000,000 | 250,000 | 962,637 | 243,597 | 3,245 | 3,858 | 97.69% | 97.69% |
12/09/2019 | 136.44% | 0.02 | 0.02 | 1,000,000 | 250,000 | 991,104 | 248,428 | 4,701 | 4,062 | 99.39% | 99.41% |
12/09/2019 | 136.44% | 0.02 | 0.02 | 1,000,000 | 250,000 | 991,104 | 248,428 | 4,701 | 4,062 | 99.39% | 99.41% |
11/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,783 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |