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 | 9.72% | 0.13 | 0.15 | 390,000 | 50,000 | 336,902 | 50,000 | 51,007 | 8,358 | 100.00% | 100.00% |
18/11/2019 | 10.86% | 0.12 | 0.13 | 420,000 | 50,000 | 358,970 | 50,000 | 50,849 | 8,022 | 100.00% | 100.00% |
15/11/2019 | 10.27% | 0.17 | 0.18 | 300,000 | 50,000 | 334,054 | 50,000 | 50,996 | 8,482 | 100.00% | 100.00% |
14/11/2019 | 10.12% | 0.13 | 0.15 | 390,000 | 50,000 | 364,288 | 50,000 | 50,502 | 7,681 | 100.00% | 100.00% |
13/11/2019 | 10.62% | 0.16 | 0.17 | 320,000 | 50,000 | 343,303 | 50,000 | 50,804 | 8,251 | 100.00% | 100.00% |
12/11/2019 | 8.46% | 0.20 | 0.21 | 250,000 | 50,000 | 263,148 | 50,000 | 50,774 | 10,517 | 100.00% | 100.00% |
11/11/2019 | 8.10% | 0.21 | 0.23 | 240,000 | 50,000 | 257,774 | 50,000 | 50,711 | 10,701 | 100.00% | 100.00% |
08/11/2019 | 7.73% | 0.22 | 0.24 | 230,000 | 50,000 | 240,477 | 50,000 | 50,468 | 11,356 | 100.00% | 100.00% |