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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 15,000 | 99.92% | 99.92% |
16/10/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 15,000 | 100.00% | 100.00% |
15/10/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 15,000 | 99.44% | 99.44% |
14/10/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 15,000 | 93.56% | 93.56% |
11/10/2019 | 153.01% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,103 | 15,751 | 94.54% | 94.54% |
10/10/2019 | 17.43% | 0.02 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,790 | 31,790 | 100.00% | 100.00% |
09/10/2019 | 15.11% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,109 | 36,109 | 98.20% | 98.20% |
08/10/2019 | 13.47% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 35,819 | 40,819 | 100.00% | 100.00% |
07/10/2019 | 13.74% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 34,656 | 39,656 | 100.00% | 100.00% |