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 | - | - |
20/09/2019 | - | - | 0.02 | 0 | 30,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/09/2019 | - | - | 0.02 | 0 | 180,000 | 0 | 0 | 0 | 0 | 0.00% | 94.68% |
18/09/2019 | 104.79% | 0.01 | 0.02 | 180,000 | 180,000 | 72,113 | 72,113 | 403 | 1,442 | 99.18% | 99.18% |
17/09/2019 | 51.11% | 0.01 | 0.02 | 180,000 | 180,000 | 66,470 | 66,470 | 939 | 1,603 | 94.27% | 94.27% |
16/09/2019 | 67.05% | 0.01 | 0.02 | 180,000 | 180,000 | 71,905 | 71,905 | 716 | 1,444 | 99.00% | 99.13% |
13/09/2019 | 87.51% | 0.01 | 0.02 | 180,000 | 180,000 | 72,119 | 72,119 | 533 | 1,442 | 99.13% | 99.13% |
12/09/2019 | 78.60% | 0.01 | 0.02 | 180,000 | 180,000 | 72,037 | 72,037 | 546 | 1,441 | 98.91% | 98.91% |
12/09/2019 | 78.60% | 0.01 | 0.02 | 180,000 | 180,000 | 72,037 | 72,037 | 546 | 1,441 | 98.91% | 98.91% |
11/09/2019 | 120.00% | 0.01 | 0.02 | 180,000 | 180,000 | 72,085 | 72,085 | 360 | 1,442 | 99.08% | 99.08% |