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 | - | - |
05/09/2019 | 2.68% | 0.29 | 0.30 | 500,000 | 500,000 | 499,890 | 499,942 | 189,137 | 194,150 | 99.65% | 99.65% |
04/09/2019 | 2.36% | 0.49 | 0.50 | 500,000 | 500,000 | 499,972 | 499,983 | 211,812 | 216,816 | 100.00% | 100.00% |
03/09/2019 | 1.78% | 0.59 | 0.60 | 500,000 | 500,000 | 499,941 | 499,998 | 278,948 | 283,978 | 97.97% | 97.97% |
02/09/2019 | 2.20% | 0.46 | 0.47 | 500,000 | 500,000 | 499,992 | 499,974 | 225,057 | 230,048 | 99.76% | 99.76% |
30/08/2019 | 2.14% | 0.49 | 0.50 | 484,000 | 500,000 | 499,929 | 499,884 | 231,178 | 236,156 | 99.50% | 99.50% |
29/08/2019 | 1.52% | 0.63 | 0.64 | 500,000 | 500,000 | 499,995 | 499,966 | 327,982 | 332,962 | 95.40% | 95.40% |
28/08/2019 | 1.18% | 0.83 | 0.84 | 500,000 | 500,000 | 499,937 | 499,942 | 422,274 | 427,279 | 98.99% | 98.99% |
27/08/2019 | 1.23% | 0.76 | 0.77 | 500,000 | 500,000 | 500,000 | 499,980 | 404,724 | 409,708 | 97.47% | 97.47% |
26/08/2019 | 1.16% | 0.86 | 0.87 | 500,000 | 500,000 | 499,970 | 499,991 | 429,321 | 434,339 | 91.19% | 91.19% |