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 | 999,945 | 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 | 99.43% | 99.43% |
14/10/2019 | 49.39% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 14,351 | 20,904 | 91.34% | 91.34% |
11/10/2019 | 23.44% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,922 | 999,998 | 20,858 | 26,227 | 98.68% | 98.68% |
10/10/2019 | 7.69% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 999,954 | 64,369 | 69,366 | 100.00% | 100.00% |
09/10/2019 | 6.79% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 999,493 | 74,390 | 79,552 | 98.19% | 98.19% |
08/10/2019 | 7.22% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 999,990 | 1,000,000 | 79,807 | 85,818 | 99.88% | 99.88% |
07/10/2019 | 6.88% | 0.06 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 999,631 | 71,662 | 76,648 | 100.00% | 100.00% |