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 | 106.67% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 999,984 | 10,736 | 20,704 | 95.81% | 95.81% |
16/10/2019 | 14.18% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 999,895 | 35,419 | 40,415 | 99.63% | 99.63% |
15/10/2019 | 17.07% | 0.06 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,928 | 33,928 | 99.43% | 99.43% |
14/10/2019 | 19.75% | 0.04 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,462 | 29,525 | 82.42% | 82.42% |
11/10/2019 | 8.21% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 999,456 | 1,000,000 | 60,647 | 65,683 | 99.96% | 99.96% |
10/10/2019 | 19.69% | 0.04 | 0.04 | 985,000 | 1,000,000 | 999,970 | 1,000,000 | 23,436 | 28,437 | 99.94% | 99.94% |
09/10/2019 | 18.44% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,049 | 30,091 | 97.89% | 97.89% |
08/10/2019 | 13.89% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 999,982 | 999,968 | 35,449 | 40,495 | 98.58% | 98.58% |
07/10/2019 | 10.58% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 998,120 | 999,991 | 48,347 | 53,644 | 96.75% | 96.97% |