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 | 167.46% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,721 | 15,257 | 98.40% | 98.62% |
16/10/2019 | 74.13% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 998,195 | 1,000,000 | 12,641 | 20,639 | 99.89% | 99.89% |
15/10/2019 | 12.55% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 999,917 | 40,736 | 45,733 | 99.35% | 99.35% |
14/10/2019 | 7.93% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 999,738 | 998,506 | 108,529 | 117,423 | 91.85% | 91.85% |
11/10/2019 | 7.98% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 999,989 | 999,774 | 104,570 | 113,291 | 98.86% | 98.86% |
10/10/2019 | 3.84% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 999,989 | 259,634 | 269,631 | 100.00% | 100.00% |
09/10/2019 | 3.59% | 0.28 | 0.29 | 1,000,000 | 1,000,000 | 999,825 | 999,084 | 275,064 | 284,801 | 97.95% | 97.95% |
08/10/2019 | 3.65% | 0.32 | 0.33 | 1,000,000 | 1,000,000 | 999,101 | 999,353 | 275,074 | 285,145 | 100.00% | 100.00% |
07/10/2019 | 4.13% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 999,958 | 999,766 | 239,729 | 249,686 | 100.00% | 100.00% |