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 | 8.33% | 0.09 | 0.10 | 500,000 | 200,000 | 398,384 | 200,000 | 50,445 | 27,751 | 100.00% | 100.00% |
18/11/2019 | 8.51% | 0.12 | 0.13 | 440,000 | 200,000 | 408,883 | 200,000 | 50,581 | 27,212 | 100.00% | 100.00% |
15/11/2019 | 7.90% | 0.14 | 0.16 | 350,000 | 200,000 | 379,615 | 200,000 | 50,732 | 29,048 | 99.09% | 99.09% |
14/11/2019 | 13.23% | 0.08 | 0.09 | 500,000 | 200,000 | 500,000 | 200,000 | 39,124 | 17,849 | 98.02% | 98.02% |
13/11/2019 | 16.06% | 0.09 | 0.10 | 500,000 | 200,000 | 499,617 | 200,000 | 32,861 | 15,350 | 98.57% | 98.57% |
12/11/2019 | 12.20% | 0.10 | 0.11 | 500,000 | 200,000 | 499,730 | 200,000 | 42,943 | 19,388 | 100.00% | 100.00% |
11/11/2019 | 16.46% | 0.07 | 0.08 | 500,000 | 200,000 | 500,000 | 200,000 | 30,972 | 14,589 | 100.00% | 100.00% |
08/11/2019 | 13.90% | 0.07 | 0.08 | 500,000 | 200,000 | 500,000 | 200,000 | 37,003 | 17,001 | 99.61% | 99.61% |