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 | 84.14% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 3,585 | 8,349 | 87.25% | 92.01% |
14/11/2019 | 57.88% | 0.01 | 0.02 | 340,000 | 340,000 | 340,000 | 340,000 | 4,296 | 7,696 | 99.10% | 99.10% |
13/11/2019 | 37.20% | 0.02 | 0.03 | 230,000 | 230,000 | 230,000 | 229,980 | 5,129 | 7,428 | 99.58% | 99.59% |
12/11/2019 | 15.48% | 0.06 | 0.07 | 240,000 | 240,000 | 240,000 | 240,000 | 14,358 | 16,758 | 98.82% | 98.82% |
11/11/2019 | 16.99% | 0.06 | 0.07 | 240,000 | 240,000 | 240,000 | 240,000 | 13,104 | 15,504 | 96.81% | 96.81% |
08/11/2019 | 11.96% | 0.08 | 0.09 | 220,000 | 220,000 | 220,000 | 220,000 | 17,359 | 19,559 | 98.75% | 98.75% |
07/11/2019 | 10.68% | 0.11 | 0.12 | 250,000 | 250,000 | 250,000 | 250,000 | 22,386 | 24,886 | 99.95% | 99.95% |
06/11/2019 | 11.22% | 0.07 | 0.08 | 260,000 | 260,000 | 260,000 | 260,000 | 22,035 | 24,635 | 98.70% | 98.72% |
05/11/2019 | 15.03% | 0.07 | 0.08 | 320,000 | 320,000 | 319,994 | 320,000 | 19,750 | 22,950 | 98.05% | 98.05% |