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 | - | - |
15/11/2019 | 4.67% | 0.21 | 0.22 | 160,000 | 160,000 | 160,000 | 160,000 | 33,644 | 35,244 | 100.00% | 100.00% |
14/11/2019 | 6.87% | 0.14 | 0.16 | 170,000 | 170,000 | 170,000 | 170,000 | 24,321 | 26,021 | 99.13% | 99.13% |
13/11/2019 | 8.75% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 18,002 | 19,602 | 99.48% | 99.48% |
12/11/2019 | 5.28% | 0.19 | 0.20 | 170,000 | 170,000 | 170,000 | 170,000 | 31,422 | 33,122 | 100.00% | 100.00% |
11/11/2019 | 5.68% | 0.19 | 0.20 | 170,000 | 170,000 | 170,000 | 170,000 | 29,264 | 30,964 | 99.92% | 99.92% |
08/11/2019 | 4.14% | 0.22 | 0.23 | 170,000 | 170,000 | 170,000 | 170,000 | 40,341 | 42,041 | 98.50% | 98.50% |
07/11/2019 | 3.97% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 49,629 | 51,629 | 100.00% | 100.00% |
06/11/2019 | 5.26% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 37,082 | 39,082 | 99.64% | 99.64% |
05/11/2019 | 5.45% | 0.17 | 0.18 | 190,000 | 190,000 | 190,000 | 190,000 | 33,954 | 35,854 | 99.19% | 99.19% |