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 | 0.84% | 1.19 | 1.20 | 150,000 | 150,000 | 150,000 | 150,000 | 177,063 | 178,563 | 100.00% | 100.00% |
19/09/2019 | 0.84% | 1.17 | 1.18 | 150,000 | 150,000 | 150,000 | 150,000 | 177,104 | 178,604 | 99.78% | 100.00% |
18/09/2019 | 0.84% | 1.19 | 1.20 | 150,000 | 150,000 | 150,000 | 150,000 | 177,314 | 178,814 | 99.77% | 100.00% |
17/09/2019 | 0.81% | 1.22 | 1.23 | 150,000 | 150,000 | 150,000 | 150,000 | 184,929 | 186,429 | 99.96% | 99.96% |
16/09/2019 | 0.83% | 1.20 | 1.21 | 150,000 | 150,000 | 150,000 | 150,000 | 180,740 | 182,240 | 100.00% | 100.00% |
13/09/2019 | 0.91% | 1.11 | 1.12 | 150,000 | 150,000 | 150,000 | 149,933 | 164,029 | 165,455 | 99.40% | 99.65% |
12/09/2019 | 0.91% | 1.12 | 1.13 | 150,000 | 150,000 | 149,956 | 149,942 | 164,472 | 165,956 | 96.59% | 97.14% |
12/09/2019 | 0.91% | 1.12 | 1.13 | 150,000 | 150,000 | 149,956 | 149,942 | 164,472 | 165,956 | 96.59% | 97.14% |
11/09/2019 | 0.96% | 1.06 | 1.07 | 150,000 | 150,000 | 150,000 | 150,000 | 155,528 | 157,028 | 99.78% | 100.00% |