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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 999,734 | 1,000,000 | 1,000 | 15,000 | 99.92% | 99.92% |
16/10/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 15,000 | 100.00% | 100.00% |
15/10/2019 | 175.00% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 15,000 | 99.24% | 99.24% |
14/10/2019 | 155.75% | 0.02 | 0.02 | 1,000,000 | 1,000,000 | 999,898 | 1,000,000 | 2,839 | 15,658 | 93.56% | 93.56% |
11/10/2019 | 21.32% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 999,240 | 1,000,000 | 21,838 | 26,856 | 100.00% | 100.00% |
10/10/2019 | 166.29% | 0.02 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,833 | 15,298 | 98.94% | 98.94% |
09/10/2019 | 171.50% | 0.00 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,334 | 15,119 | 98.19% | 98.19% |
08/10/2019 | 46.35% | 0.02 | 0.02 | 1,000,000 | 1,000,000 | 999,788 | 999,797 | 14,174 | 20,342 | 98.99% | 98.99% |
07/10/2019 | 32.33% | 0.03 | 0.03 | 1,000,000 | 1,000,000 | 995,871 | 999,722 | 18,639 | 24,428 | 94.53% | 94.53% |