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 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
19/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,800 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
18/09/2019 | 175.00% | 0.00 | 0.02 | 925,000 | 250,000 | 947,485 | 240,633 | 947 | 3,610 | 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 | 89.53% | 89.53% |
16/09/2019 | 175.00% | 0.00 | 0.02 | 850,000 | 225,000 | 959,239 | 242,205 | 959 | 3,633 | 100.00% | 100.00% |
13/09/2019 | 28.57% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 | 5,000 | 100.00% | 100.00% |
12/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 853,973 | 220,146 | 854 | 3,302 | 99.34% | 99.34% |
12/09/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 853,973 | 220,146 | 854 | 3,302 | 99.34% | 99.34% |
11/09/2019 | 21.98% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,297 | 6,324 | 100.00% | 100.00% |