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 | 6.54% | 0.87 | 0.93 | 260,000 | 260,000 | 260,000 | 260,000 | 230,820 | 246,420 | 100.00% | 100.00% |
19/09/2019 | 5.60% | 0.80 | 0.86 | 260,000 | 260,000 | 260,000 | 260,000 | 227,922 | 240,903 | 98.11% | 98.11% |
18/09/2019 | 3.17% | 0.96 | 0.99 | 260,000 | 260,000 | 260,000 | 260,000 | 241,952 | 249,752 | 98.56% | 98.56% |
17/09/2019 | 3.06% | 0.97 | 1.00 | 260,000 | 260,000 | 260,000 | 260,000 | 251,045 | 258,845 | 98.37% | 98.37% |
16/09/2019 | 3.28% | 0.89 | 0.92 | 260,000 | 260,000 | 260,000 | 260,000 | 234,070 | 241,870 | 97.64% | 97.64% |
13/09/2019 | 1.35% | 0.74 | 0.75 | 260,000 | 260,000 | 260,000 | 260,000 | 191,721 | 194,321 | 98.20% | 98.20% |
12/09/2019 | 1.22% | 0.84 | 0.85 | 270,000 | 270,000 | 270,000 | 270,000 | 219,934 | 222,634 | 96.62% | 96.62% |
12/09/2019 | 1.22% | 0.84 | 0.85 | 270,000 | 270,000 | 270,000 | 270,000 | 219,934 | 222,634 | 96.62% | 96.62% |
11/09/2019 | 0.92% | 1.03 | 1.04 | 260,000 | 260,000 | 260,000 | 260,000 | 281,363 | 283,963 | 97.71% | 97.71% |