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 | 0.54% | 1.85 | 1.86 | 150,000 | 150,000 | 150,000 | 150,000 | 275,994 | 277,494 | 98.51% | 98.51% |
19/09/2019 | 0.53% | 1.87 | 1.88 | 150,000 | 150,000 | 150,000 | 150,000 | 284,083 | 285,583 | 99.99% | 99.99% |
18/09/2019 | 0.53% | 1.91 | 1.92 | 150,000 | 150,000 | 150,000 | 150,000 | 282,495 | 283,995 | 100.00% | 100.00% |
17/09/2019 | 0.54% | 1.86 | 1.87 | 150,000 | 150,000 | 150,000 | 150,000 | 275,089 | 276,589 | 99.51% | 99.51% |
16/09/2019 | 0.54% | 1.80 | 1.81 | 150,000 | 150,000 | 150,000 | 150,000 | 275,601 | 277,101 | 100.00% | 100.00% |
13/09/2019 | 0.53% | 1.87 | 1.88 | 150,000 | 150,000 | 150,000 | 150,000 | 281,015 | 282,515 | 100.00% | 100.00% |
12/09/2019 | 0.52% | 1.96 | 1.97 | 150,000 | 150,000 | 150,000 | 150,000 | 288,769 | 290,269 | 99.60% | 99.60% |
12/09/2019 | 0.52% | 1.96 | 1.97 | 150,000 | 150,000 | 150,000 | 150,000 | 288,769 | 290,269 | 99.60% | 99.60% |
11/09/2019 | 0.53% | 1.92 | 1.93 | 150,000 | 150,000 | 150,000 | 150,000 | 282,296 | 283,796 | 98.31% | 98.31% |