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 | 11.49% | 0.09 | 0.11 | 500,000 | 50,000 | 481,573 | 50,000 | 49,200 | 5,745 | 100.00% | 100.00% |
18/11/2019 | 14.39% | 0.09 | 0.10 | 500,000 | 50,000 | 498,411 | 50,000 | 42,147 | 4,883 | 100.00% | 100.00% |
15/11/2019 | 16.24% | 0.08 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 39,309 | 4,619 | 100.00% | 100.00% |