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 | - | - |
16/08/2019 | - | - | 0.03 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 94.02% |
15/08/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 2.78% | 82.79% |
14/08/2019 | 71.80% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,988 | 1,000,000 | 13,312 | 24,708 | 93.19% | 93.19% |
13/08/2019 | 42.08% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,991 | 36,991 | 89.07% | 89.07% |
12/08/2019 | 15.40% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,380 | 73,380 | 97.35% | 97.35% |
09/08/2019 | 10.00% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 99,677 | 109,677 | 92.18% | 92.18% |
08/08/2019 | 7.16% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 135,530 | 145,530 | 96.90% | 96.90% |
07/08/2019 | 8.30% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 119,001 | 129,001 | 95.22% | 95.22% |
06/08/2019 | 6.20% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 158,942 | 168,942 | 97.26% | 97.26% |