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 | 6.94% | 0.07 | 0.07 | 1,000,000 | 1,000,000 | 999,740 | 999,822 | 101,323 | 108,557 | 99.49% | 99.49% |
16/10/2019 | 7.10% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 999,832 | 999,889 | 132,018 | 141,571 | 99.36% | 99.36% |
15/10/2019 | 7.00% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 999,698 | 999,618 | 103,327 | 110,849 | 99.42% | 99.42% |
14/10/2019 | 6.78% | 0.10 | 0.10 | 1,000,000 | 1,000,000 | 999,761 | 999,904 | 73,367 | 78,380 | 64.78% | 64.78% |
11/10/2019 | 7.14% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 998,957 | 999,934 | 136,851 | 146,928 | 99.47% | 99.47% |
10/10/2019 | 9.55% | 0.09 | 0.09 | 1,000,000 | 1,000,000 | 998,680 | 999,944 | 51,131 | 56,227 | 99.99% | 99.99% |
09/10/2019 | 8.49% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 999,549 | 999,178 | 56,759 | 61,735 | 93.69% | 93.69% |
08/10/2019 | 7.03% | 0.07 | 0.07 | 1,000,000 | 1,000,000 | 999,996 | 999,323 | 78,578 | 84,211 | 98.14% | 98.14% |
07/10/2019 | 7.38% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 999,245 | 999,967 | 102,984 | 111,111 | 100.00% | 100.00% |