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 | - | - |
17/10/2019 | 0.68% | 1.44 | 1.45 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,476,260 | 1,486,260 | 99.92% | 99.92% |
16/10/2019 | 0.67% | 1.44 | 1.45 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,487,620 | 1,497,620 | 99.94% | 99.94% |
15/10/2019 | 0.71% | 1.52 | 1.53 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,404,780 | 1,414,780 | 99.43% | 99.43% |
14/10/2019 | 0.78% | 1.35 | 1.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,271,940 | 1,281,940 | 93.43% | 93.43% |
11/10/2019 | 0.73% | 1.43 | 1.44 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,369,120 | 1,379,120 | 100.00% | 100.00% |
10/10/2019 | 0.92% | 1.22 | 1.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,082,960 | 1,092,960 | 100.00% | 100.00% |
09/10/2019 | 0.92% | 1.06 | 1.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,077,280 | 1,087,280 | 98.02% | 98.02% |
08/10/2019 | 0.90% | 1.04 | 1.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,107,390 | 1,117,390 | 99.93% | 99.93% |
07/10/2019 | 0.84% | 1.26 | 1.27 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,184,230 | 1,194,230 | 100.00% | 100.00% |