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 | - | 0.17 | 0.18 | 300,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/07/2019 | 5.67% | 0.16 | 0.17 | 320,000 | 100,000 | 221,600 | 100,000 | 50,759 | 24,651 | 100.00% | 100.00% |
10/07/2019 | 4.40% | 0.26 | 0.27 | 200,000 | 100,000 | 200,815 | 100,000 | 52,178 | 27,162 | 100.00% | 100.00% |
09/07/2019 | 4.43% | 0.27 | 0.28 | 200,000 | 100,000 | 200,665 | 100,000 | 52,543 | 27,378 | 100.00% | 100.00% |
08/07/2019 | 4.48% | 0.27 | 0.28 | 200,000 | 100,000 | 200,000 | 100,000 | 53,041 | 27,735 | 100.00% | 100.00% |
05/07/2019 | 3.34% | 0.33 | 0.35 | 200,000 | 100,000 | 200,000 | 100,000 | 71,591 | 37,012 | 100.00% | 100.00% |
04/07/2019 | 3.25% | 0.37 | 0.38 | 200,000 | 100,000 | 200,000 | 100,000 | 73,404 | 37,916 | 100.00% | 100.00% |
03/07/2019 | 3.09% | 0.37 | 0.38 | 200,000 | 100,000 | 200,000 | 100,000 | 75,503 | 38,932 | 100.00% | 100.00% |