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 | 1.14% | 0.84 | 0.85 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 877,151 | 887,151 | 99.92% | 99.92% |
16/10/2019 | 1.12% | 0.84 | 0.85 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 887,930 | 897,930 | 99.85% | 99.85% |
15/10/2019 | 1.23% | 0.92 | 0.93 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 808,157 | 818,157 | 99.48% | 99.48% |
14/10/2019 | 1.46% | 0.76 | 0.77 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 680,737 | 690,737 | 86.73% | 86.73% |
11/10/2019 | 1.29% | 0.83 | 0.84 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 774,472 | 784,472 | 93.82% | 93.82% |
10/10/2019 | 1.91% | 0.64 | 0.65 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 521,874 | 531,874 | 100.00% | 100.00% |
09/10/2019 | 1.91% | 0.50 | 0.51 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 520,602 | 530,602 | 97.98% | 97.98% |
08/10/2019 | 1.81% | 0.50 | 0.51 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 554,147 | 564,147 | 100.00% | 100.00% |
07/10/2019 | 1.60% | 0.68 | 0.69 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 623,357 | 633,357 | 100.00% | 100.00% |