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 | - | - |
25/11/2019 | 5.01% | 0.14 | 0.14 | 250,000 | 250,000 | 249,987 | 249,982 | 51,271 | 53,768 | 100.00% | 100.00% |
22/11/2019 | 2.98% | 0.41 | 0.42 | 250,000 | 250,000 | 249,916 | 249,635 | 82,865 | 85,273 | 100.00% | 100.00% |
21/11/2019 | 2.77% | 0.41 | 0.42 | 250,000 | 250,000 | 249,852 | 249,982 | 90,088 | 92,640 | 100.00% | 100.00% |
20/11/2019 | 3.12% | 0.27 | 0.28 | 250,000 | 250,000 | 250,000 | 249,744 | 79,720 | 82,136 | 100.00% | 100.00% |
19/11/2019 | 8.47% | 0.26 | 0.27 | 250,000 | 250,000 | 249,992 | 249,946 | 40,699 | 44,008 | 100.00% | 100.00% |
18/11/2019 | 4.34% | 0.27 | 0.28 | 250,000 | 250,000 | 249,937 | 249,864 | 57,826 | 60,301 | 100.00% | 100.00% |
15/11/2019 | 2.54% | 0.32 | 0.33 | 250,000 | 240,000 | 249,975 | 249,902 | 97,299 | 99,775 | 100.00% | 100.00% |
14/11/2019 | 1.80% | 0.52 | 0.53 | 250,000 | 250,000 | 250,000 | 249,842 | 137,529 | 139,944 | 100.00% | 100.00% |
13/11/2019 | 1.54% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 249,869 | 161,908 | 164,329 | 98.53% | 98.53% |