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 | - | - |
15/08/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/08/2019 | 4.43% | 0.15 | 0.16 | 340,000 | 100,000 | 212,795 | 100,000 | 50,743 | 25,544 | 59.26% | 59.26% |
13/08/2019 | 2.88% | 0.45 | 0.46 | 120,000 | 100,000 | 137,195 | 100,000 | 51,954 | 39,113 | 100.00% | 100.00% |
12/08/2019 | 3.49% | 0.32 | 0.33 | 160,000 | 100,000 | 168,178 | 100,000 | 51,663 | 31,862 | 100.00% | 100.00% |
09/08/2019 | 4.67% | 0.21 | 0.23 | 240,000 | 100,000 | 225,884 | 100,000 | 50,475 | 23,523 | 100.00% | 100.00% |
08/08/2019 | 4.86% | 0.24 | 0.25 | 210,000 | 100,000 | 227,291 | 100,000 | 50,519 | 23,376 | 100.00% | 100.00% |
07/08/2019 | 5.32% | 0.20 | 0.21 | 250,000 | 100,000 | 237,176 | 100,000 | 50,511 | 22,939 | 100.00% | 100.00% |
06/08/2019 | 4.45% | 0.22 | 0.24 | 230,000 | 100,000 | 211,060 | 100,000 | 50,438 | 25,006 | 100.00% | 100.00% |
05/08/2019 | 3.60% | 0.28 | 0.29 | 180,000 | 100,000 | 177,498 | 100,000 | 51,808 | 30,349 | 100.00% | 100.00% |