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 | 6.32% | 0.31 | 0.33 | 600,000 | 200,000 | 600,000 | 200,000 | 183,889 | 65,296 | 100.00% | 100.00% |
19/09/2019 | 6.01% | 0.32 | 0.34 | 600,000 | 200,000 | 600,000 | 200,000 | 195,753 | 69,251 | 99.95% | 99.95% |
18/09/2019 | 5.71% | 0.30 | 0.32 | 750,000 | 250,000 | 747,437 | 249,146 | 255,119 | 90,023 | 100.00% | 100.00% |
17/09/2019 | 3.78% | 0.49 | 0.51 | 600,000 | 200,000 | 600,000 | 200,000 | 312,140 | 108,047 | 99.91% | 99.91% |
16/09/2019 | 3.19% | 0.61 | 0.63 | 600,000 | 200,000 | 600,000 | 200,000 | 370,546 | 127,515 | 100.00% | 100.00% |
13/09/2019 | 2.73% | 0.72 | 0.74 | 600,000 | 200,000 | 600,000 | 200,000 | 433,769 | 148,590 | 99.80% | 99.80% |
12/09/2019 | 2.17% | 0.68 | 0.69 | 600,000 | 200,000 | 601,674 | 200,558 | 411,461 | 140,162 | 96.21% | 96.21% |
12/09/2019 | 2.17% | 0.68 | 0.69 | 600,000 | 200,000 | 601,674 | 200,558 | 411,461 | 140,162 | 96.21% | 96.21% |
11/09/2019 | 2.11% | 0.68 | 0.70 | 600,000 | 200,000 | 613,309 | 204,436 | 430,518 | 146,573 | 99.86% | 99.86% |