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 | - | - |
15/08/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/08/2019 | 23.54% | 0.01 | 0.02 | 500,000 | 500,000 | 499,987 | 500,000 | 22,414 | 27,441 | 32.25% | 32.25% |
13/08/2019 | 8.32% | 0.11 | 0.12 | 500,000 | 493,000 | 500,000 | 499,522 | 59,194 | 64,121 | 100.00% | 100.00% |
12/08/2019 | 5.37% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 91,028 | 96,028 | 100.00% | 100.00% |
09/08/2019 | 4.79% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 499,906 | 102,549 | 107,530 | 100.00% | 100.00% |
08/08/2019 | 3.80% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 500,000 | 131,056 | 136,056 | 100.00% | 100.00% |
07/08/2019 | 5.34% | 0.19 | 0.20 | 500,000 | 500,000 | 498,267 | 499,032 | 96,991 | 101,997 | 96.19% | 96.19% |
06/08/2019 | 2.66% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 498,826 | 186,377 | 190,923 | 100.00% | 100.00% |
05/08/2019 | 2.38% | 0.43 | 0.44 | 500,000 | 500,000 | 500,000 | 499,828 | 208,102 | 213,035 | 97.67% | 97.67% |