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 | - | - |
19/09/2019 | 3.17% | 0.32 | 0.33 | 300,000 | 100,000 | 300,000 | 100,000 | 93,204 | 32,068 | 100.00% | 100.00% |
18/09/2019 | 3.65% | 0.25 | 0.26 | 300,000 | 100,000 | 300,000 | 100,000 | 80,720 | 27,907 | 99.92% | 99.92% |
17/09/2019 | 3.44% | 0.25 | 0.26 | 300,000 | 100,000 | 300,000 | 100,000 | 86,277 | 29,759 | 99.84% | 99.84% |
16/09/2019 | 2.79% | 0.37 | 0.38 | 300,000 | 100,000 | 300,000 | 100,000 | 106,206 | 36,402 | 99.79% | 99.79% |
13/09/2019 | 2.60% | 0.40 | 0.41 | 300,000 | 100,000 | 300,000 | 100,000 | 114,080 | 39,027 | 99.72% | 99.72% |
12/09/2019 | 3.85% | 0.27 | 0.28 | 450,000 | 150,000 | 442,075 | 147,358 | 113,009 | 39,143 | 98.77% | 98.77% |
12/09/2019 | 3.85% | 0.27 | 0.28 | 450,000 | 150,000 | 442,075 | 147,358 | 113,009 | 39,143 | 98.77% | 98.77% |
11/09/2019 | 3.57% | 0.22 | 0.23 | 450,000 | 150,000 | 440,887 | 146,962 | 122,813 | 42,407 | 99.78% | 99.78% |
10/09/2019 | 3.45% | 0.27 | 0.28 | 450,000 | 150,000 | 450,000 | 150,000 | 128,234 | 44,245 | 100.00% | 100.00% |