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 | - | - |
01/11/2019 | 6.48% | 0.17 | 0.18 | 300,000 | 300,000 | 343,867 | 300,000 | 53,321 | 50,781 | 99.53% | 99.53% |
31/10/2019 | 6.11% | 0.22 | 0.23 | 300,000 | 300,000 | 314,890 | 300,000 | 60,373 | 62,303 | 96.69% | 96.69% |
30/10/2019 | 6.38% | 0.17 | 0.18 | 300,000 | 300,000 | 323,390 | 300,000 | 52,111 | 51,850 | 100.00% | 100.00% |
29/10/2019 | 4.60% | 0.16 | 0.19 | 300,000 | 300,000 | 300,001 | 300,000 | 68,094 | 71,208 | 97.10% | 97.10% |
28/10/2019 | 4.47% | 0.20 | 0.21 | 300,000 | 300,000 | 300,004 | 300,000 | 67,088 | 70,094 | 93.95% | 93.95% |
25/10/2019 | 2.45% | 0.33 | 0.34 | 300,000 | 300,000 | 300,000 | 300,000 | 121,599 | 124,606 | 99.18% | 99.18% |
24/10/2019 | 2.13% | 0.46 | 0.47 | 300,000 | 300,000 | 300,000 | 299,999 | 148,393 | 151,573 | 99.40% | 99.40% |
23/10/2019 | 1.55% | 0.64 | 0.65 | 300,000 | 300,000 | 298,771 | 300,000 | 192,554 | 196,459 | 79.71% | 79.71% |
22/10/2019 | 1.38% | 0.66 | 0.67 | 300,000 | 300,000 | 300,000 | 300,000 | 216,155 | 219,155 | 99.65% | 99.65% |