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 | 155.56% | 0.00 | 0.01 | 750,000 | 250,000 | 749,934 | 250,000 | 750 | 2,000 | 99.93% | 99.93% |
19/09/2019 | 155.56% | 0.00 | 0.01 | 750,000 | 250,000 | 749,990 | 250,000 | 750 | 2,000 | 100.00% | 100.00% |
18/09/2019 | 93.82% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 3,277 | 2,842 | 100.00% | 100.00% |
17/09/2019 | 69.17% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 5,771 | 3,674 | 99.97% | 99.97% |
16/09/2019 | 31.70% | 0.02 | 0.02 | 750,000 | 250,000 | 712,707 | 237,569 | 13,661 | 6,217 | 100.00% | 100.00% |
13/09/2019 | 22.16% | 0.02 | 0.03 | 750,000 | 250,000 | 625,395 | 208,444 | 19,203 | 7,860 | 96.57% | 96.57% |
12/09/2019 | 9.32% | 0.03 | 0.04 | 600,000 | 200,000 | 488,147 | 162,700 | 25,546 | 9,328 | 96.98% | 96.98% |
12/09/2019 | 9.32% | 0.03 | 0.04 | 600,000 | 200,000 | 488,147 | 162,700 | 25,546 | 9,328 | 96.98% | 96.98% |
11/09/2019 | 26.21% | 0.02 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 13,002 | 5,584 | 96.82% | 96.82% |