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 | - | - |
06/09/2019 | 8.51% | 0.11 | 0.18 | 500,000 | 500,000 | 498,272 | 499,880 | 80,600 | 87,226 | 98.26% | 98.26% |
05/09/2019 | 3.00% | 0.24 | 0.25 | 500,000 | 500,000 | 499,860 | 496,707 | 169,627 | 173,526 | 99.66% | 99.66% |
04/09/2019 | 2.56% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 497,967 | 194,906 | 199,204 | 100.00% | 100.00% |
03/09/2019 | 1.85% | 0.57 | 0.58 | 500,000 | 500,000 | 499,987 | 499,757 | 268,705 | 273,582 | 97.80% | 97.80% |
02/09/2019 | 2.37% | 0.42 | 0.43 | 500,000 | 500,000 | 499,989 | 499,684 | 208,626 | 213,481 | 99.51% | 99.51% |
30/08/2019 | 2.32% | 0.46 | 0.47 | 500,000 | 500,000 | 499,991 | 499,883 | 213,214 | 218,163 | 99.61% | 99.61% |
29/08/2019 | 1.61% | 0.60 | 0.61 | 500,000 | 500,000 | 499,947 | 499,586 | 309,510 | 314,272 | 95.49% | 95.49% |
28/08/2019 | 1.22% | 0.79 | 0.80 | 500,000 | 500,000 | 499,661 | 499,616 | 406,938 | 411,898 | 97.57% | 97.57% |
27/08/2019 | 1.30% | 0.72 | 0.73 | 500,000 | 450,000 | 500,000 | 499,756 | 383,774 | 388,599 | 96.93% | 96.93% |