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 | 7.49% | 0.26 | 0.28 | 750,000 | 250,000 | 750,000 | 250,000 | 192,966 | 69,322 | 100.00% | 100.00% |
19/09/2019 | 7.12% | 0.27 | 0.29 | 750,000 | 250,000 | 750,000 | 250,000 | 205,360 | 73,453 | 99.99% | 99.99% |
18/09/2019 | 6.90% | 0.25 | 0.27 | 900,000 | 300,000 | 834,428 | 278,143 | 233,414 | 83,368 | 99.99% | 99.99% |
17/09/2019 | 4.56% | 0.41 | 0.43 | 750,000 | 250,000 | 750,000 | 250,000 | 322,371 | 112,457 | 99.91% | 99.91% |
16/09/2019 | 3.84% | 0.51 | 0.53 | 750,000 | 250,000 | 750,000 | 250,000 | 383,302 | 132,767 | 99.91% | 99.91% |
13/09/2019 | 3.29% | 0.60 | 0.62 | 750,000 | 250,000 | 750,000 | 250,000 | 449,070 | 154,690 | 99.80% | 99.80% |
12/09/2019 | 2.62% | 0.56 | 0.57 | 750,000 | 250,000 | 750,000 | 250,000 | 424,052 | 145,101 | 96.64% | 96.64% |
12/09/2019 | 2.62% | 0.56 | 0.57 | 750,000 | 250,000 | 750,000 | 250,000 | 424,052 | 145,101 | 96.64% | 96.64% |
11/09/2019 | 2.55% | 0.56 | 0.58 | 750,000 | 250,000 | 750,000 | 250,000 | 435,716 | 148,989 | 99.93% | 99.93% |