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 | - | - |
15/07/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/07/2019 | - | 0.11 | 0.12 | 460,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/07/2019 | 7.65% | 0.10 | 0.11 | 500,000 | 300,000 | 322,878 | 300,000 | 54,546 | 56,036 | 100.00% | 100.00% |
10/07/2019 | 5.80% | 0.20 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 60,175 | 63,759 | 100.00% | 100.00% |
09/07/2019 | 5.73% | 0.21 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 60,866 | 64,451 | 100.00% | 100.00% |
08/07/2019 | 5.77% | 0.21 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 61,869 | 65,543 | 100.00% | 100.00% |
05/07/2019 | 3.81% | 0.28 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 89,769 | 93,241 | 100.00% | 100.00% |
04/07/2019 | 3.81% | 0.31 | 0.32 | 300,000 | 300,000 | 300,000 | 300,000 | 92,466 | 96,061 | 100.00% | 100.00% |
03/07/2019 | 3.60% | 0.31 | 0.32 | 300,000 | 300,000 | 300,000 | 300,000 | 95,586 | 99,079 | 100.00% | 100.00% |