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 | - | - |
04/09/2019 | 5.40% | 0.26 | 0.27 | 300,000 | 300,000 | 327,196 | 300,000 | 60,977 | 60,759 | 95.24% | 95.24% |
03/09/2019 | 4.26% | 0.36 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 95,656 | 99,854 | 98.35% | 98.35% |
02/09/2019 | 4.94% | 0.21 | 0.22 | 300,000 | 300,000 | 301,522 | 300,000 | 60,183 | 62,954 | 100.00% | 100.00% |
30/08/2019 | 4.83% | 0.25 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 65,565 | 68,842 | 97.81% | 97.81% |
29/08/2019 | 2.74% | 0.38 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 123,985 | 127,413 | 95.61% | 95.61% |
28/08/2019 | 1.70% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 185,790 | 188,976 | 92.45% | 92.45% |
27/08/2019 | 1.74% | 0.52 | 0.53 | 300,000 | 300,000 | 300,000 | 300,000 | 172,579 | 175,579 | 99.43% | 99.43% |
26/08/2019 | 1.61% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 189,234 | 192,291 | 95.80% | 95.80% |
23/08/2019 | 5.75% | 0.53 | 0.54 | 300,000 | 300,000 | 300,000 | 300,000 | 112,123 | 118,628 | 85.23% | 85.23% |