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 | 9.57% | 0.02 | 0.05 | 500,000 | 500,000 | 500,000 | 499,788 | 70,162 | 75,344 | 76.95% | 76.95% |
11/07/2019 | 3.20% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 155,969 | 160,969 | 99.58% | 99.58% |
10/07/2019 | 2.97% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 168,230 | 173,230 | 100.00% | 100.00% |
09/07/2019 | 3.03% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 163,770 | 168,770 | 100.00% | 100.00% |
08/07/2019 | 2.43% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 203,549 | 208,549 | 100.00% | 100.00% |
05/07/2019 | 2.05% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 242,834 | 247,834 | 98.67% | 98.67% |
04/07/2019 | 1.77% | 0.57 | 0.58 | 500,000 | 500,000 | 500,000 | 500,000 | 279,924 | 284,924 | 98.06% | 98.06% |
03/07/2019 | 1.76% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 282,483 | 287,483 | 100.00% | 100.00% |