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 | - | - |
15/10/2019 | 2.71% | 0.19 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 74,170 | 76,170 | 93.31% | 93.31% |
14/10/2019 | 1.81% | 0.50 | 0.51 | 200,000 | 200,000 | 200,000 | 200,000 | 109,953 | 111,953 | 99.30% | 99.30% |
11/10/2019 | 1.69% | 0.50 | 0.51 | 200,000 | 200,000 | 200,000 | 200,000 | 118,730 | 120,730 | 96.90% | 96.90% |
10/10/2019 | 0.99% | 0.83 | 0.84 | 200,000 | 200,000 | 200,000 | 200,000 | 202,272 | 204,272 | 100.00% | 100.00% |
09/10/2019 | 0.94% | 1.06 | 1.07 | 200,000 | 200,000 | 200,000 | 200,000 | 210,933 | 212,933 | 97.53% | 97.53% |
08/10/2019 | 0.89% | 1.13 | 1.14 | 200,000 | 200,000 | 199,998 | 200,000 | 223,212 | 225,214 | 97.30% | 97.30% |
07/10/2019 | 0.92% | 1.00 | 1.01 | 200,000 | 200,000 | 200,000 | 200,000 | 215,934 | 217,934 | 100.00% | 100.00% |
04/10/2019 | 0.80% | 1.19 | 1.20 | 200,000 | 200,000 | 200,000 | 200,000 | 247,951 | 249,951 | 92.47% | 92.47% |
03/10/2019 | 1.55% | 1.26 | 1.28 | 200,000 | 200,000 | 196,555 | 196,518 | 251,004 | 254,882 | 98.34% | 98.34% |