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 | - | - |
18/11/2019 | 7.69% | 0.16 | 0.17 | 500,000 | 500,000 | 499,759 | 499,967 | 69,517 | 74,551 | 97.52% | 97.52% |
15/11/2019 | 4.16% | 0.21 | 0.22 | 500,000 | 500,000 | 499,849 | 499,796 | 118,934 | 123,933 | 99.24% | 99.24% |
14/11/2019 | 3.23% | 0.36 | 0.37 | 500,000 | 500,000 | 499,783 | 499,983 | 153,339 | 158,400 | 100.00% | 100.00% |
13/11/2019 | 3.38% | 0.25 | 0.26 | 500,000 | 500,000 | 499,884 | 499,580 | 147,985 | 152,892 | 98.03% | 98.03% |
12/11/2019 | 3.99% | 0.21 | 0.22 | 500,000 | 500,000 | 499,977 | 500,000 | 123,642 | 128,647 | 100.00% | 100.00% |
11/11/2019 | 3.92% | 0.25 | 0.26 | 500,000 | 500,000 | 499,997 | 499,994 | 127,163 | 132,163 | 99.36% | 99.36% |
08/11/2019 | 4.02% | 0.25 | 0.26 | 500,000 | 500,000 | 499,189 | 499,730 | 122,277 | 127,419 | 98.88% | 98.88% |
07/11/2019 | 4.44% | 0.19 | 0.20 | 500,000 | 500,000 | 499,961 | 500,000 | 111,554 | 116,564 | 100.00% | 100.00% |
06/11/2019 | 3.69% | 0.23 | 0.24 | 500,000 | 500,000 | 499,309 | 499,529 | 134,116 | 139,197 | 100.00% | 100.00% |