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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/09/2019 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.01% |
18/09/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 33.81% | 100.00% |
17/09/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 82.05% | 98.53% |
16/09/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 98.26% | 98.26% |
13/09/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,937 | 1,000,000 | 5,000 | 20,000 | 99.64% | 99.64% |
12/09/2019 | 89.39% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,870 | 20,000 | 95.77% | 95.77% |
12/09/2019 | 89.39% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,870 | 20,000 | 95.77% | 95.77% |
11/09/2019 | 66.03% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,965 | 1,000,000 | 10,189 | 20,190 | 99.77% | 99.77% |