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 | 3.03% | 0.21 | 0.22 | 499,600 | 500,000 | 499,991 | 499,903 | 165,154 | 170,127 | 78.74% | 78.74% |
11/07/2019 | 1.97% | 0.41 | 0.42 | 500,000 | 500,000 | 499,964 | 499,997 | 252,794 | 257,812 | 99.59% | 99.59% |
10/07/2019 | 1.87% | 0.51 | 0.52 | 500,000 | 500,000 | 499,970 | 499,980 | 266,151 | 271,157 | 100.00% | 100.00% |
09/07/2019 | 1.90% | 0.56 | 0.57 | 500,000 | 500,000 | 499,877 | 499,963 | 261,544 | 266,593 | 100.00% | 100.00% |
08/07/2019 | 1.65% | 0.62 | 0.63 | 500,000 | 500,000 | 500,000 | 500,000 | 300,112 | 305,112 | 100.00% | 100.00% |
05/07/2019 | 1.44% | 0.62 | 0.63 | 500,000 | 500,000 | 500,000 | 500,000 | 344,998 | 349,998 | 98.48% | 98.48% |
04/07/2019 | 1.29% | 0.78 | 0.79 | 500,000 | 500,000 | 500,000 | 499,969 | 385,214 | 390,191 | 97.98% | 97.98% |
03/07/2019 | 1.28% | 0.77 | 0.78 | 500,000 | 500,000 | 500,000 | 500,000 | 388,930 | 393,930 | 100.00% | 100.00% |