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 | 13.39% | 0.01 | 0.05 | 500,000 | 500,000 | 499,983 | 499,831 | 52,508 | 57,987 | 59.85% | 59.85% |
11/07/2019 | 3.62% | 0.19 | 0.20 | 500,000 | 500,000 | 499,897 | 499,879 | 138,882 | 143,876 | 99.57% | 99.57% |
10/07/2019 | 3.30% | 0.28 | 0.29 | 500,000 | 500,000 | 499,981 | 499,914 | 152,332 | 157,317 | 100.00% | 100.00% |
09/07/2019 | 3.35% | 0.33 | 0.34 | 500,000 | 500,000 | 499,961 | 499,989 | 147,872 | 152,881 | 100.00% | 100.00% |
08/07/2019 | 2.66% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 499,993 | 185,862 | 190,860 | 100.00% | 100.00% |
05/07/2019 | 2.17% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 229,750 | 234,750 | 98.64% | 98.64% |
04/07/2019 | 1.84% | 0.55 | 0.56 | 500,000 | 500,000 | 500,000 | 500,000 | 269,700 | 274,700 | 98.04% | 98.04% |
03/07/2019 | 1.82% | 0.54 | 0.55 | 500,000 | 500,000 | 500,000 | 499,995 | 273,005 | 278,003 | 100.00% | 100.00% |