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 | 998,594 | 1,000,000 | 999 | 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 | 98.84% | 98.84% |
14/10/2019 | 17.87% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,959 | 1,000,000 | 28,272 | 33,614 | 76.47% | 76.47% |
11/10/2019 | 14.55% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 999,956 | 999,291 | 34,165 | 39,348 | 98.17% | 98.17% |
10/10/2019 | 8.15% | 0.07 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 999,445 | 103,498 | 112,323 | 100.00% | 100.00% |
09/10/2019 | 8.41% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 998,457 | 999,787 | 112,938 | 122,965 | 98.20% | 98.20% |
08/10/2019 | 7.23% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,763 | 999,973 | 116,679 | 125,484 | 99.77% | 99.77% |
07/10/2019 | 8.13% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 998,284 | 108,032 | 117,033 | 99.69% | 99.69% |