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 | 0.77% | 0.91 | 0.92 | 25,000 | 25,000 | 25,000 | 25,000 | 33,532 | 33,782 | 93.22% | 93.22% |
18/11/2019 | 0.59% | 1.45 | 1.46 | 25,000 | 25,000 | 25,000 | 25,000 | 42,091 | 42,341 | 99.38% | 99.38% |
15/11/2019 | 0.67% | 1.62 | 1.63 | 25,000 | 25,000 | 25,000 | 25,000 | 37,311 | 37,561 | 99.60% | 99.60% |
14/11/2019 | 0.63% | 1.46 | 1.47 | 25,000 | 25,000 | 25,000 | 25,000 | 39,327 | 39,577 | 92.91% | 92.91% |
13/11/2019 | 0.59% | 1.77 | 1.78 | 25,000 | 25,000 | 25,000 | 25,000 | 42,458 | 42,708 | 90.02% | 90.02% |
12/11/2019 | 0.51% | 1.95 | 1.96 | 25,000 | 25,000 | 25,000 | 25,000 | 48,991 | 49,241 | 99.46% | 99.46% |