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 | 3.46% | 0.20 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 85,888 | 88,888 | 60.85% | 60.85% |
11/07/2019 | 2.17% | 0.35 | 0.36 | 300,000 | 300,000 | 300,000 | 300,000 | 137,536 | 140,536 | 94.27% | 94.27% |
10/07/2019 | 2.09% | 0.47 | 0.48 | 300,000 | 300,000 | 300,000 | 300,000 | 143,458 | 146,458 | 97.92% | 97.92% |
09/07/2019 | 2.12% | 0.51 | 0.52 | 300,000 | 300,000 | 300,000 | 300,000 | 140,615 | 143,615 | 98.50% | 98.50% |
08/07/2019 | 1.82% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 163,826 | 166,826 | 99.75% | 99.75% |
05/07/2019 | 1.56% | 0.57 | 0.58 | 300,000 | 300,000 | 300,000 | 300,000 | 191,468 | 194,468 | 99.97% | 99.97% |
04/07/2019 | 1.37% | 0.73 | 0.74 | 300,000 | 300,000 | 300,000 | 300,000 | 217,452 | 220,452 | 100.00% | 100.00% |
03/07/2019 | 1.36% | 0.72 | 0.73 | 300,000 | 300,000 | 300,000 | 300,000 | 219,725 | 222,725 | 92.53% | 92.53% |