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 | - | - |
20/09/2019 | 4.95% | 0.39 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 39,399 | 41,399 | 100.00% | 100.00% |
19/09/2019 | 4.70% | 0.41 | 0.43 | 110,000 | 110,000 | 110,000 | 110,000 | 45,746 | 47,946 | 100.00% | 100.00% |
18/09/2019 | 2.29% | 0.44 | 0.45 | 110,000 | 110,000 | 110,000 | 110,000 | 47,594 | 48,694 | 100.00% | 100.00% |
17/09/2019 | 2.61% | 0.38 | 0.39 | 110,000 | 110,000 | 110,000 | 110,000 | 41,594 | 42,694 | 100.00% | 100.00% |
16/09/2019 | 2.49% | 0.38 | 0.39 | 110,000 | 110,000 | 110,000 | 110,000 | 43,637 | 44,737 | 100.00% | 100.00% |
13/09/2019 | 2.42% | 0.41 | 0.42 | 110,000 | 110,000 | 110,000 | 110,000 | 44,940 | 46,040 | 100.00% | 100.00% |
12/09/2019 | 2.33% | 0.42 | 0.43 | 110,000 | 110,000 | 110,000 | 110,000 | 46,673 | 47,773 | 100.00% | 100.00% |
12/09/2019 | 2.33% | 0.42 | 0.43 | 110,000 | 110,000 | 110,000 | 110,000 | 46,673 | 47,773 | 100.00% | 100.00% |
11/09/2019 | 2.46% | 0.41 | 0.42 | 110,000 | 110,000 | 110,000 | 110,000 | 44,312 | 45,412 | 100.00% | 100.00% |