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 | 6.12% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 999,979 | 999,977 | 153,242 | 162,669 | 99.72% | 99.72% |
16/10/2019 | 6.24% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 999,995 | 1,000,000 | 160,047 | 170,048 | 100.00% | 100.00% |
15/10/2019 | 4.30% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 999,995 | 236,367 | 246,366 | 99.41% | 99.41% |
14/10/2019 | 2.73% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 365,198 | 375,198 | 93.37% | 93.37% |
11/10/2019 | 3.25% | 0.26 | 0.27 | 1,000,000 | 1,000,000 | 999,989 | 1,000,000 | 306,900 | 316,902 | 100.00% | 100.00% |
10/10/2019 | 1.77% | 0.43 | 0.44 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 563,247 | 573,247 | 100.00% | 100.00% |
09/10/2019 | 1.73% | 0.59 | 0.60 | 1,000,000 | 1,000,000 | 1,000,000 | 999,989 | 574,059 | 584,052 | 97.99% | 97.99% |
08/10/2019 | 1.79% | 0.62 | 0.63 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 559,043 | 569,043 | 100.00% | 100.00% |
07/10/2019 | 2.00% | 0.43 | 0.44 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 497,607 | 507,607 | 100.00% | 100.00% |