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 | 2.94% | 0.38 | 0.39 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 340,900 | 350,900 | 99.92% | 99.92% |
16/10/2019 | 3.00% | 0.37 | 0.38 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 331,765 | 341,765 | 99.86% | 99.86% |
15/10/2019 | 2.42% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 415,270 | 425,270 | 99.47% | 99.47% |
14/10/2019 | 1.81% | 0.47 | 0.48 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 549,828 | 559,828 | 93.38% | 93.38% |
11/10/2019 | 2.14% | 0.41 | 0.42 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 467,103 | 477,103 | 100.00% | 100.00% |
10/10/2019 | 1.33% | 0.61 | 0.62 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 750,518 | 760,518 | 100.00% | 100.00% |
09/10/2019 | 1.31% | 0.78 | 0.79 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 760,270 | 770,270 | 97.88% | 97.88% |
08/10/2019 | 1.36% | 0.81 | 0.82 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 738,052 | 748,052 | 99.91% | 99.91% |
07/10/2019 | 1.49% | 0.59 | 0.60 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 667,875 | 677,875 | 100.00% | 100.00% |