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 | - | - |
26/11/2019 | 9.91% | 0.05 | 0.06 | 500,000 | 300,000 | 473,258 | 300,000 | 46,421 | 32,847 | 98.46% | 98.46% |
25/11/2019 | 4.50% | 0.17 | 0.18 | 300,000 | 300,000 | 300,003 | 300,000 | 68,261 | 71,354 | 97.24% | 97.24% |
22/11/2019 | 3.25% | 0.34 | 0.35 | 300,000 | 300,000 | 299,999 | 299,999 | 97,889 | 101,075 | 94.52% | 94.52% |
21/11/2019 | 2.36% | 0.44 | 0.45 | 300,000 | 300,000 | 299,999 | 299,999 | 134,971 | 138,174 | 97.91% | 97.91% |
20/11/2019 | 2.37% | 0.37 | 0.38 | 300,000 | 300,000 | 300,000 | 300,000 | 125,820 | 128,820 | 97.65% | 97.65% |
19/11/2019 | 3.18% | 0.33 | 0.34 | 300,000 | 300,000 | 299,996 | 299,998 | 94,236 | 97,265 | 72.68% | 72.68% |
18/11/2019 | 2.30% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 129,908 | 132,908 | 99.34% | 99.34% |
15/11/2019 | 1.87% | 0.51 | 0.52 | 300,000 | 300,000 | 300,000 | 300,000 | 159,545 | 162,545 | 98.71% | 98.71% |
14/11/2019 | 1.64% | 0.66 | 0.67 | 300,000 | 300,000 | 300,000 | 300,000 | 181,339 | 184,339 | 98.76% | 98.76% |