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 | 8.50% | 0.12 | 0.14 | 100,000 | 100,000 | 100,000 | 99,841 | 23,953 | 25,917 | 99.17% | 100.00% |
18/11/2019 | 16.61% | 0.09 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 12,279 | 14,279 | 99.73% | 99.73% |
15/11/2019 | 14.34% | 0.15 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 13,113 | 15,113 | 100.00% | 100.00% |
14/11/2019 | 17.14% | 0.11 | 0.13 | 100,000 | 100,000 | 99,417 | 99,417 | 10,968 | 12,964 | 99.72% | 99.72% |
13/11/2019 | 16.74% | 0.15 | 0.17 | 100,000 | 100,000 | 98,489 | 98,489 | 11,812 | 13,802 | 100.00% | 100.00% |
12/11/2019 | 9.87% | 0.23 | 0.25 | 100,000 | 100,000 | 100,000 | 100,000 | 19,521 | 21,521 | 99.97% | 99.97% |
11/11/2019 | 16.86% | 0.14 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 11,194 | 13,194 | 96.82% | 96.82% |
08/11/2019 | 13.98% | 0.15 | 0.21 | 25,000 | 25,000 | 88,825 | 88,825 | 16,277 | 18,203 | 98.04% | 98.04% |
07/11/2019 | 9.00% | 0.22 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 21,277 | 23,277 | 100.00% | 100.00% |