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 | 5.34% | 0.06 | 0.07 | 500,000 | 300,000 | 321,224 | 300,000 | 60,296 | 60,676 | 75.86% | 75.86% |
11/07/2019 | 2.63% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 113,718 | 116,718 | 94.27% | 94.27% |
10/07/2019 | 2.50% | 0.39 | 0.40 | 300,000 | 300,000 | 300,000 | 300,000 | 120,353 | 123,353 | 100.00% | 100.00% |
09/07/2019 | 2.54% | 0.43 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 117,235 | 120,235 | 98.50% | 98.50% |
08/07/2019 | 2.12% | 0.49 | 0.50 | 300,000 | 300,000 | 300,000 | 300,000 | 140,377 | 143,377 | 99.75% | 99.75% |
05/07/2019 | 1.78% | 0.49 | 0.50 | 300,000 | 300,000 | 300,000 | 300,000 | 168,086 | 171,086 | 99.97% | 99.97% |
04/07/2019 | 1.53% | 0.66 | 0.67 | 300,000 | 300,000 | 300,000 | 300,000 | 194,180 | 197,180 | 100.00% | 100.00% |
03/07/2019 | 1.52% | 0.64 | 0.65 | 300,000 | 300,000 | 300,000 | 300,000 | 196,331 | 199,331 | 92.53% | 92.53% |