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 | 0.62% | 1.61 | 1.62 | 150,000 | 150,000 | 149,991 | 150,000 | 242,553 | 244,068 | 100.00% | 100.00% |
19/09/2019 | 0.62% | 1.63 | 1.64 | 150,000 | 150,000 | 149,994 | 150,000 | 242,640 | 244,149 | 98.87% | 100.00% |
18/09/2019 | 0.61% | 1.62 | 1.63 | 150,000 | 150,000 | 150,000 | 150,000 | 245,289 | 246,789 | 98.88% | 100.00% |
17/09/2019 | 0.63% | 1.60 | 1.61 | 150,000 | 150,000 | 149,998 | 150,000 | 237,768 | 239,271 | 98.22% | 99.85% |
16/09/2019 | 0.62% | 1.62 | 1.63 | 150,000 | 150,000 | 149,995 | 150,000 | 241,955 | 243,463 | 99.60% | 99.89% |
13/09/2019 | 0.58% | 1.70 | 1.71 | 150,000 | 150,000 | 150,000 | 150,000 | 258,736 | 260,236 | 99.31% | 99.76% |
12/09/2019 | 0.58% | 1.70 | 1.71 | 150,000 | 150,000 | 150,000 | 150,000 | 258,062 | 259,562 | 96.25% | 97.32% |
12/09/2019 | 0.58% | 1.70 | 1.71 | 150,000 | 150,000 | 150,000 | 150,000 | 258,062 | 259,562 | 96.25% | 97.32% |
11/09/2019 | 0.56% | 1.76 | 1.77 | 150,000 | 150,000 | 149,998 | 150,000 | 267,260 | 268,764 | 99.10% | 100.00% |