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 | 3.60% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 500,000 | 136,330 | 141,330 | 99.46% | 99.46% |
18/11/2019 | 3.87% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 126,991 | 131,991 | 98.93% | 98.93% |
15/11/2019 | 3.47% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 141,721 | 146,721 | 98.84% | 98.84% |
14/11/2019 | 3.68% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 133,374 | 138,374 | 99.53% | 99.53% |
13/11/2019 | 3.89% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 126,179 | 131,179 | 99.48% | 99.48% |
12/11/2019 | 3.85% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 500,000 | 127,608 | 132,608 | 99.47% | 99.47% |
11/11/2019 | 4.40% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 111,875 | 116,875 | 95.79% | 95.79% |