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 | 1.48% | 0.63 | 0.64 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 674,089 | 684,089 | 99.92% | 99.92% |
16/10/2019 | 1.46% | 0.64 | 0.65 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 684,167 | 694,167 | 99.81% | 99.81% |
15/10/2019 | 1.64% | 0.72 | 0.73 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 607,028 | 617,028 | 99.42% | 99.42% |
14/10/2019 | 2.04% | 0.56 | 0.57 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 488,821 | 498,821 | 93.56% | 93.56% |
11/10/2019 | 1.69% | 0.64 | 0.65 | 1,000,000 | 1,000,000 | 999,997 | 1,000,000 | 590,841 | 600,843 | 100.00% | 100.00% |
10/10/2019 | 2.76% | 0.46 | 0.47 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 360,346 | 370,346 | 100.00% | 100.00% |
09/10/2019 | 2.72% | 0.34 | 0.35 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 363,510 | 373,510 | 98.06% | 98.06% |
08/10/2019 | 2.52% | 0.35 | 0.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 397,293 | 407,293 | 100.00% | 100.00% |
07/10/2019 | 2.16% | 0.51 | 0.52 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 460,092 | 470,092 | 100.00% | 100.00% |