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 | 999,915 | 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 | 999,944 | 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 | 99.42% | 99.42% |
14/10/2019 | 158.23% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 999,941 | 1,000,000 | 2,634 | 15,658 | 75.69% | 75.69% |
11/10/2019 | 30.72% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 999,947 | 15,103 | 20,500 | 83.08% | 83.08% |
10/10/2019 | 12.06% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 40,130 | 45,130 | 100.00% | 100.00% |
09/10/2019 | 10.47% | 0.05 | 0.05 | 1,000,000 | 1,000,000 | 999,991 | 1,000,000 | 46,358 | 51,401 | 98.08% | 98.08% |
08/10/2019 | 9.40% | 0.07 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,703 | 57,703 | 99.96% | 99.96% |
07/10/2019 | 9.93% | 0.04 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 999,955 | 49,405 | 54,455 | 99.87% | 99.87% |