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 | - | - |
15/08/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/08/2019 | 56.78% | 0.01 | 0.02 | 500,000 | 100,000 | 500,000 | 100,000 | 6,896 | 2,387 | 60.91% | 61.67% |
13/08/2019 | 39.83% | 0.03 | 0.04 | 500,000 | 100,000 | 500,000 | 100,000 | 11,156 | 3,325 | 100.00% | 100.00% |
12/08/2019 | 28.74% | 0.03 | 0.04 | 500,000 | 100,000 | 500,000 | 100,000 | 16,298 | 4,344 | 100.00% | 100.00% |
09/08/2019 | 31.75% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 18,096 | 4,955 | 100.00% | 100.00% |
08/08/2019 | 28.12% | 0.05 | 0.06 | 500,000 | 100,000 | 500,000 | 100,000 | 20,676 | 5,498 | 100.00% | 100.00% |
07/08/2019 | 27.55% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 19,003 | 4,998 | 100.00% | 100.00% |
06/08/2019 | 20.16% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 25,987 | 6,336 | 100.00% | 100.00% |
05/08/2019 | 21.88% | 0.05 | 0.06 | 500,000 | 100,000 | 500,000 | 100,000 | 23,583 | 5,860 | 100.00% | 100.00% |