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 | 174.90% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,009 | 15,003 | 97.86% | 97.86% |
16/10/2019 | 164.30% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 999,981 | 1,000,000 | 2,023 | 15,365 | 89.56% | 89.56% |
15/10/2019 | 26.21% | 0.02 | 0.02 | 1,000,000 | 1,000,000 | 999,954 | 1,000,000 | 19,788 | 25,007 | 97.79% | 97.79% |
14/10/2019 | 9.41% | 0.04 | 0.04 | 1,000,000 | 1,000,000 | 999,944 | 1,000,000 | 53,025 | 58,076 | 93.56% | 93.56% |
11/10/2019 | 8.53% | 0.05 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 999,918 | 58,160 | 63,164 | 94.58% | 94.58% |
10/10/2019 | 6.06% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 163,506 | 173,506 | 100.00% | 100.00% |
09/10/2019 | 5.49% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 178,584 | 188,584 | 97.97% | 97.97% |
08/10/2019 | 5.46% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 999,954 | 1,000,000 | 183,580 | 193,592 | 100.00% | 100.00% |
07/10/2019 | 6.13% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 160,628 | 170,628 | 100.00% | 100.00% |