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 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/09/2019 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/09/2019 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 96.94% |
17/09/2019 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 97.10% |
16/09/2019 | 66.67% | 0.01 | 0.01 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 10.01% | 100.00% |
13/09/2019 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 100.00% | 100.00% |
12/09/2019 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 71.80% | 99.60% |
12/09/2019 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 71.80% | 99.60% |
11/09/2019 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 96.42% | 100.00% |