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 | - | - |
03/10/2019 | 117.16% | 0.07 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 5,301 | 20,000 | 97.38% | 97.38% |
02/10/2019 | 4.77% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 44,274 | 46,274 | 99.64% | 99.64% |
01/10/2019 | 2.48% | 0.40 | 0.43 | 200,000 | 200,000 | 200,000 | 200,000 | 110,570 | 113,180 | 99.01% | 99.01% |
30/09/2019 | 1.85% | 0.57 | 0.58 | 200,000 | 200,000 | 200,000 | 200,000 | 107,519 | 109,519 | 100.00% | 100.00% |
27/09/2019 | 1.94% | 0.52 | 0.53 | 200,000 | 200,000 | 200,000 | 200,000 | 103,680 | 105,702 | 100.00% | 100.00% |
26/09/2019 | 2.27% | 0.45 | 0.46 | 200,000 | 200,000 | 200,000 | 200,000 | 87,109 | 89,109 | 96.73% | 96.73% |
25/09/2019 | 4.19% | 0.36 | 0.37 | 200,000 | 200,000 | 200,000 | 200,000 | 62,229 | 64,845 | 99.98% | 99.98% |
24/09/2019 | 2.25% | 0.46 | 0.47 | 200,000 | 200,000 | 200,000 | 200,000 | 98,915 | 101,173 | 97.69% | 97.69% |
23/09/2019 | 3.61% | 0.48 | 0.49 | 200,000 | 200,000 | 200,000 | 200,000 | 93,088 | 96,446 | 99.94% | 99.94% |