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 | 17.38% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 998,410 | 999,985 | 34,931 | 40,147 | 99.66% | 99.66% |
16/10/2019 | 8.87% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 999,499 | 999,564 | 56,831 | 61,842 | 97.17% | 97.17% |
15/10/2019 | 8.07% | 0.06 | 0.06 | 1,000,000 | 1,000,000 | 999,978 | 999,011 | 106,512 | 115,325 | 98.86% | 98.86% |
14/10/2019 | 4.67% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 999,824 | 999,652 | 212,948 | 222,927 | 93.56% | 93.56% |
11/10/2019 | 5.33% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 999,792 | 999,627 | 186,467 | 196,426 | 100.00% | 100.00% |
10/10/2019 | 2.54% | 0.28 | 0.29 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 392,715 | 402,715 | 99.89% | 99.89% |
09/10/2019 | 2.44% | 0.41 | 0.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 406,440 | 416,440 | 97.93% | 97.93% |
08/10/2019 | 2.52% | 0.45 | 0.46 | 1,000,000 | 1,000,000 | 999,984 | 1,000,000 | 399,107 | 409,113 | 100.00% | 100.00% |
07/10/2019 | 2.84% | 0.29 | 0.30 | 1,000,000 | 993,000 | 1,000,000 | 1,000,000 | 350,000 | 360,000 | 100.00% | 100.00% |