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 | - | - |
18/10/2019 | - | - | 0.04 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
17/10/2019 | 120.00% | 0.01 | 0.04 | 1,000,000 | 1,000,000 | 999,996 | 1,000,000 | 5,000 | 20,000 | 49.06% | 97.31% |
16/10/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 97.09% | 97.09% |
15/10/2019 | 75.94% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,151 | 20,029 | 95.39% | 95.39% |
14/10/2019 | 35.49% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,175 | 34,175 | 95.94% | 95.94% |
11/10/2019 | 16.98% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 999,996 | 999,997 | 57,136 | 67,136 | 95.61% | 95.61% |
10/10/2019 | 4.66% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 999,987 | 213,069 | 223,066 | 98.06% | 98.06% |
09/10/2019 | 4.16% | 0.24 | 0.25 | 990,000 | 990,000 | 989,914 | 989,987 | 236,344 | 246,264 | 96.44% | 96.44% |
08/10/2019 | 3.03% | 0.33 | 0.34 | 1,000,000 | 1,000,000 | 999,905 | 999,084 | 330,017 | 339,733 | 95.59% | 95.59% |