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 | - | - |
19/11/2019 | 8.52% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 22,788 | 24,788 | 98.81% | 98.81% |
18/11/2019 | 9.76% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 19,735 | 21,735 | 98.91% | 98.91% |
15/11/2019 | 11.83% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 15,996 | 17,996 | 98.75% | 98.75% |
14/11/2019 | 10.51% | 0.09 | 0.10 | 200,000 | 200,000 | 199,997 | 200,000 | 18,140 | 20,141 | 99.42% | 99.42% |
13/11/2019 | 8.16% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 199,995 | 23,582 | 25,581 | 98.65% | 98.65% |
12/11/2019 | 5.05% | 0.19 | 0.20 | 200,000 | 200,000 | 199,997 | 200,000 | 38,620 | 40,621 | 98.64% | 98.64% |
11/11/2019 | 6.33% | 0.17 | 0.18 | 200,000 | 200,000 | 200,000 | 199,982 | 30,717 | 32,714 | 99.40% | 99.40% |
08/11/2019 | 5.18% | 0.19 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 37,664 | 39,664 | 98.83% | 98.83% |
07/11/2019 | 4.66% | 0.22 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 42,075 | 44,075 | 99.26% | 99.26% |