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 | 66.67% | 0.01 | 0.01 | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 | 1,000 | 1.41% | 75.90% |
19/09/2019 | 66.67% | 0.01 | 0.01 | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 | 1,000 | 2.11% | 100.00% |
18/09/2019 | 66.67% | 0.01 | 0.02 | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 | 1,000 | 96.94% | 96.94% |
17/09/2019 | 53.47% | 0.01 | 0.02 | 150,000 | 50,000 | 150,000 | 50,000 | 2,242 | 1,247 | 96.62% | 96.62% |
16/09/2019 | 57.05% | 0.02 | 0.03 | 150,000 | 50,000 | 150,000 | 50,000 | 2,041 | 1,180 | 100.00% | 100.00% |
13/09/2019 | 61.70% | 0.01 | 0.02 | 150,000 | 50,000 | 150,000 | 50,000 | 1,779 | 1,093 | 100.00% | 100.00% |
12/09/2019 | 42.79% | 0.02 | 0.03 | 150,000 | 50,000 | 144,567 | 48,896 | 3,004 | 1,519 | 92.27% | 100.00% |
12/09/2019 | 42.79% | 0.02 | 0.03 | 150,000 | 50,000 | 144,567 | 48,896 | 3,004 | 1,519 | 92.27% | 100.00% |
11/09/2019 | 40.66% | 0.02 | 0.03 | 150,000 | 50,000 | 150,000 | 50,000 | 3,006 | 1,502 | 100.00% | 100.00% |